The multi-locomotion robot (MLR), including bionic insect microrobot, bionic animal robot and so on, should choose different locomotion modes according to the obstacles it faces. However, under different locomotion modes, the power consumption, moving speed, and falling risk of MLR are different, and in most cases, they are mutually exclusive. This paper proposes a path planning algorithm for MLR based on a multi-objective genetic algorithm with elitist strategy (MLRMOEGA), which has four optimization objectives: power consumption, time consumption, path falling risk, and path smoothness. We propose two operators: a map analysis operator and a population diversity expansion operator, to improve the global search ability of the algorithm and solve the problem so that it is easy to fall into the local optimal solution. We conduct simulations on MATLAB, and the results show that the proposed algorithm can effectively optimize the objective function value compared with the traditional genetic algorithm under the equal weight of the four optimization objectives, and, under alternative weights, the proposed algorithm can effectively generate the corresponding path of the decision maker’s intention under the weight of preference. Compared with the traditional genetic algorithm, the global search ability is improved effectively.