In this paper, a new method is presented to solve the Neutrosophic Multi-Objective Linear Programming Problem (NMOLPP) as a Linear Complementation Problem (LCP) that can be viewed as an extension of the problem, Neutrosophic Linear Programming. Here, we have established a multi-objective optimization problem with single-valued triangular neutrals and thus have developed significant results. The solution method proposed here will also be useful for solving multi-objective nonlinear programming problems. In this approach, the true, undefined, and false attributes associated with each objective of a multi-objective linear programming problem are transformed into a single-objective optimization problem and LPP or LCP. Reduction is solved by the proposed algorithm. An illustrative example is also provided to verify the robustness of the proposed method.