Multi-objective synthesis for microwave components (e.g. integrated transformer, antenna) is in high demand. Since the embedded electromagnetic (EM) simulations make these tasks very computationally expensive when using traditional multiobjective synthesis methods, efficiency improvement is very important. However, this research is almost blank. In this paper, a new method, called Gaussian Process assisted multi-objective optimization with generation control (GPMOOG), is proposed. GPMOOG uses MOEA/D-DE as the multi-objective optimizer, and a Gaussian Process surrogate model is constructed ON-LINE to predict the results of expensive EM simulations. To avoid false optima for the on-line surrogate model assisted evolutionary computation, a generation control method is used. GPMOOG is demonstrated by a 60GHz integrated transformer, a 1.6GHz antenna and mathematical benchmark problems. Experiments show that compared to directly using a multi-objective evolutionary algorithm in combination with an EM simulator, which is the best known method in terms of solution quality, comparable results can be obtained by GPMOOG, but at about 1/3-1/4 of the computational effort.