The research field on energy conversion systems presents a large variety of multi-objective optimization problems that can be solved taking full advantage of the features of evolutionary algorithms. In fact, design and operation of energy systems can be considered in several different perspectives (e.g., performance, efficiency, costs, environmental aspects). This results in a number of objective functions that should be simultaneously optimized, and the knowledge of the Pareto optimal set of solutions is of fundamental importance to the decision maker. This chapter proposes a brief survey of typical applications at different levels, ranging from the design of component detail to the challenge about the synthesis of the configuration of complex energy conversion systems. For sake of simplicity, the proposed examples are grouped into three main categories: design of components/component details, design of overall energy system, operation of energy systems. Each multi-objective optimization problem is presented with a short background and some details about the formulation. Future research directions in the field of energy systems are also discussed at the end of the chapter.