In this paper, we initiated New Average Method with various kinds of mean techniques to solve multi-objective linear programming problem. In this method multi-objective functions are converted into single objective function by using different kinds of mean techniques. Also an algorithm of New Average Method is suggested for solving multi-objective linear programming problem. We illustrate numerical problem using Chandra Sen's Method, Average Method and New Average Method. The numerical result in this paper indicates that New Average Method gives promising result than Chandra Sen's Method and Average Method. Also we observed that, in New Average Method, Harmonic mean technique gives better result than other mean techniques like as Quadratic mean, Arithmetic mean, Identric mean, Logarithmic mean, Geometric mean techniques.