Model predictive control (MPC) is one of the most used optimizationbased control strategies for large-scale systems, since this strategy allows to consider a large number of states and multi-objective cost functions in a straightforward way. One of the main issues in the design of multi-objective MPC controllers, which is the tuning of the weights associated to each objective in the cost function, is treated in this work. All the possible combinations of weights within the cost function affect the optimal result in a given Pareto front. Furthermore, when the system has time-varying parameters, e.g., periodic disturbances, the appropriate weight tuning might also vary over time. Moreover, taking into account the computational burden and the selected sampling time in the MPC controller design, the computation time to find a suitable tuning is limited. In this regard, the development of strategies to perform a dynamical tuning in function of the system conditions potentially improves the closed-loop performance. In order to adapt in a dynamical way the weights in the MPC multi-objective cost function, an evolutionary-game approach is proposed. This approach allows to vary the prioritization weights in the proper direction taking as a reference a desired region within the Pareto front. The proper direction for the prioritization is computed by only using the current system values, i.e., the current optimal control action and the measurement of the current states, which establish the system cost function over a certain point in the Pareto front. Finally, some simulations of a multi-objective MPC for a real multi-variable case study show a comparison between the system performance obtained with static and dynamical tuning.