Over the past few decades, a number of participatory multi-criteria analysis methods, combining deliberative procedures with multiple decision criteria assessment techniques, have been developed to tackle complex policy problems. However, several important aspects of such methods, including the way in which different and often contrasting viewpoints should be included in the analysis, appear to have been largely neglected by previous studies. Possible problems and drawbacks that may hamper the applicability and feasibility of multi-actor multi-criteria exercises and the utility and reliability of their outcomes also deserve further investigation. This article seeks to fill this knowledge gap by proposing a conceptual framework and classification scheme that illustrates the different possible approaches for identifying the key elements of the multi-criteria problem (i.e. options, objectives/criteria, weights and scores), while dealing with different points of view. It also discusses the potential advantages, disadvantages and issues of each approach and ultimately defines the overarching factors that should orientate the selection of one specific approach over the others.