We propose a multi-objective joint model of non-negative matrix factorization (NMF) and deep neural network (DNN) with a new loss function for speech enhancement. The proposed loss function (LMOFD) is a weighted combination of a frequency differential spectrum mean squared error (MSE)-based loss function (LFD) and a multi-objective MSE loss function LMO. The conventional MSE loss function computes the discrepancy between the estimated speech and clean speech across all frequencies, disregarding the process of changing amplitude in the frequency domain which contains valuable information. The differential spectrum representation retains spectral peaks that carry important information. Using this representation helps to ensure that this information in the speech signal is reserved. Also, on the other hand, noise spectra typically have a flat shape and as the differential operation makes the flat spectral partly close to zero, the differential spectrum is resistant to noises with smooth structures. Thus, we propose using a frequency-differentiated loss function that considers the magnitude spectrum differentiations between the neighboring frequency bins in each time frame. This approach maintains the spectrum variations of the objective signal in the frequency domain, which can effectively reduce the noise deterioration effects. The multi-objective MSE term LMO is a combined two-loss function related to the NMF coefficients which are the intermediate output targets, and the original spectral signals as the actual output targets. The use of encoded NMF coefficients as low-dimensional structural features for DNN serves as prior knowledge and helps the learning process. LMO is used beside LFD to take advantage of both the properties of the original and the differential spectrum in the training loss function. Moreover, a DNN-based noise classification and fusion strategy (NCF) is proposed to exploit a discriminative model for noise reduction. The experiments reveal the improvements of the proposed approach compared to the previous methods.