AbstractThis paper considers multi‐objective programming problems with fuzzy parameters, and newly defines the concepts of four types of α‐feasibility and β‐Pareto optimality. The relations between these concepts is discussed in some detail. Four types of (α, β) Pareto optimal solutions, which simultaneously consider the proposed α‐feasibility and β‐Pareto optimality, are introduced. The possibility of deriving these solutions using linear programming is shown. The relationship of this approach to the already proposed extended concept of the Pareto optimal solution is also discussed.