In order to improve the shielding performance of the underbody protective structure of military vehicles when subjected to explosive events, a multi-layer honeycomb sandwich structure is proposed. Full consideration of the computing response of the underbody protective structure under blast loading is a large-scale and strongly non-linear problem; a reasonably simplified finite element model is constructed in this paper. LS-DYNA software was employed to simulate blast loading by using the *LOAD_BLAST equation and to compute the dynamic responses of the vehicle; then, full-scale experiments were performed to validate the accuracy of the numerical simulation. The geometric dimensions and the shape parameters of the multi-layer honeycomb sandwich structure are selected as the design variables, thereby establishing a response surface and a mathematical optimization model by employing the design-of-experiments method. A Pareto spatial optimal set is obtained by applying a multi-objective genetic algorithm. Eventually, using the normalboundary intersection algorithm an optimum design was obtained, which can apparently enhance the shielding performance of the underbody protective structure of military vehicles without increasing the mass.