Steam supply scheduling (SSS) plays an important role in providing uninterrupted reliable energy to meet the heat and electricity demand in both the industrial and residential sectors. However, the system complexity makes it challenging to operate efficiently. Besides, the operational objectives in terms of economic cost and thermodynamic efficiency are usually contradictory, making the online scheduling even more intractable. To this end, the thermodynamic efficiency is evaluated based on exergetic analysis in this paper, and an economic-exergetic optimal scheduling model is formulated into a mixed-integer linear programming (MILP) problem. Moreover, the ε-constraint method is used to obtain the Pareto front of the multi-objective optimization model, and fuzzy satisfying approach is introduced to decide the unique operation strategy of the SSS. In the single-period case results, compared with the optimal scheduling which only takes the economic index as the objective function, the operation cost of the multi-objective optimization is increased by 4.59%, and the exergy efficiency is increased by 9.3%. Compared with the optimal scheduling which only takes the exergetic index as the objective function, the operation cost of the multi-objective optimization is decreased by 19.83%, and the exergy efficiency is decreased by 2.39%. Furthermore, results of single-period and multi-period multi-objective optimal scheduling verify the effectiveness of the model and the solution proposed in this study.