Non-Interconnected Zones (NIZ) are a challenge for countries in terms of providing energy service coverage that is both economically and environmentally sustainable. Although some microgrid planning strategies allow for scaled-down energy solutions for these areas, a solely electrical approach does not facilitate the integration of a range of energy vectors. Considering the above, this study presents a multi-objective approach to optimally scale multi-energy systems (MES) in NIZ in Colombia to minimize both costs and pollutant emissions. The methodology is based on the MOPSO algorithm, which provides a set of optimized solutions that can be selected according to multiple criteria. The capabilities of the methodology are tested through a comparative study of microgrid planning in the Bahía Málaga area on Colombia’s Pacific coast. The results present solutions with lower costs and lower environmental impact, benefits that can be applied in other NIZ worldwide.