The Job Shop Scheduling Problem (JSSP) has enormous industrial applicability. This problem refers to a set of jobs that should be processed in a specific order using a set of machines. For the single-objective optimization JSSP problem, Simulated Annealing is among the best algorithms. However, in Multi-Objective JSSP (MOJSSP), these algorithms have barely been analyzed, and the Threshold Accepting Algorithm has not been published for this problem. It is worth mentioning that the researchers in this area have not reported studies with more than three objectives, and the number of metrics they used to measure their performance is less than two or three. In this paper, we present two MOJSSP metaheuristics based on Simulated Annealing: Chaotic Multi-Objective Simulated Annealing (CMOSA) and Chaotic Multi-Objective Threshold Accepting (CMOTA). We developed these algorithms to minimize three objective functions and compared them using the HV metric with the recently published algorithms, MOMARLA, MOPSO, CMOEA, and SPEA. The best algorithm is CMOSA (HV of 0.76), followed by MOMARLA and CMOTA (with HV of 0.68), and MOPSO (with HV of 0.54). In addition, we show a complexity comparison of these algorithms, showing that CMOSA, CMOTA, and MOMARLA have a similar complexity class, followed by MOPSO.