To improve the comprehensive structural performance and optimize the structural quality of the aluminum alloy subway car body, a multi-objective structural optimization method based on a response surface approximate proxy model was proposed. On the basis of the sensitivity calculation of the objective response to the thickness changes of profiles in different regions of the car body, 21 groups of plate variables with the highest optimization potential were selected for optimization. The optimization experiments were performed on the design variables, and sufficient sample points were selected for the target analysis. Based on the calculated data, second-order response surface models for the bending modal frequency, bending stiffness, and complete mass of the subway car body were constructed considering the optimized profile thickness. After verifying the accuracy of the model, it was used to replace the finite element model for optimization analysis. To achieve feasible optimization results, two schemes with the profile thickness varied in steps of 0.1 and 0.5 mm in the design space were used. After the completion of the calculation, experimental evaluation of the two optimal schemes indicated that the structural performance was consistent with the numerical results.