The flexible job shop scheduling problem has always been the focus of research in the manufacturing field. However, most of the previous studies focused more on efficiency and ignored energy consumption. Energy, especially non-renewable energy, is an essential factor affecting the sustainable development of a country. To this end, this paper designs a flexible job shop scheduling problem model with energy consideration more in line with the production field. Except for the processing stage, the energy consumption of the transport, set up, unload, and idle stage are also included in our model. The weight property of jobs is also considered in our model. The heavier the job, the more energy it consumes during the transport, set up, and unload stage. Meanwhile, this paper invents an adaptive population non-dominated sorting genetic algorithm III (APNSGA-III) that combines the dual control strategy with the non-dominated sorting genetic algorithm III (NSGA-III) to solve our flexible job shop scheduling problem model. Four flexible job shop scheduling problem instances are formulated to examine the performance of our algorithm. The results achieved by the APNSGA-III method are compared with five classic multi-objective optimization algorithms. The results show that our proposed algorithm is efficient and powerful when dealing with the multi-objective flexible job shop scheduling problem model that includes energy consumption.