Net zero energy buildings (NZEBs) have been widely considered to be an effective solution to the increasing energy and environmental problems. Most conventional design methods for NZEB systems are based on deterministic data/information and have not systematically considered the significant uncertainty impacts. Consequently, the conventional design methods lead to popular oversized problems in practice. Meanwhile, NZEB system design methods need to consider customers’ actual performance preferences but few existing methods can take account of them. Therefore, this study proposes a multi-criteria system design optimization for NZEBs under uncertainties. In the study, three performance criteria are used to evaluate the overall NZEB system performance based on user-defined weighted factors. Case studies are conducted to demonstrate the effectiveness of the proposed method.