This paper proposes a new approach to address the optimal design of a Feed-forward Neural Network (FNN) based classifier. The originality of the proposed methodology, called CMOA, lie in the use of a new constraint handling technique based on a self-adaptive penalty procedure in order to direct the entire search effort towards finding only Pareto optimal solutions that are acceptable. Neurons and connections of the FNN Classifier are dynamically built during the learning process. The approach includes differential evolution to create new individuals and then keeps only the non-dominated ones as the basis for the next generation. The designed FNN Classifier is applied to six binary classification benchmark problems, obtained from the UCI repository, and results indicated the advantages of the proposed approach over other existing multi-objective evolutionary neural networks classifiers reported recently in the literature.