The traditional machine tool design method with metal materials makes large-scale moving structures very heavy, which seriously impacts dynamic performance and results in significant energy consumption. Using sandwich structures of composite materials to replace metal materials is an important strategy for lightweight large-scale moving structures. However, this kind of substitution is generally believed to be difficult because foam-filled sandwich structures usually show nonlinear characteristics and must balance the moving mass, material costs, and structural stiffness. In the present study, we proposed a design optimization approach for a large-scale moving framework in a large 5-axis machining center (L5AMC) considering large dimensions in the x, y, and z work space and high machining speed with the aim of minimizing the displacements of the milling head. An improved approach, named the 3-step design optimization, was executed to obtain the optimum framework structures to solve the contradiction between the moving mass, material costs, and structural stiffness. This approach was based on multi-objective optimization and finite element analysis. The structural stiffness of the framework after optimization increased by 89% compared with before optimization although the mass increased by 6% and the material costs increased by 9%. A finite element simulation under four given operational loads showed that the displacements of the milling head were all less than the design requirement of 0.25 mm. The results indicated that the proposed 3-step design optimization approach for the optimal design of a large-scale moving framework was feasible and successful. A 40 m × 6 m × 4 m L5AMC prototype was manufactured, and the actual verification results indicated that the large-scale moving framework fully met the design requirements of the L5AMC and reduced energy consumption.