The nature of construction and formulation of the multi-objective functions in the flexible job shop (FJS) provides great insights about the study of the technique and the mechanism in scheduling helping to prioritize efforts for optimizing the manufacturing execution performance, which draw the focus of the researchers at home and abroad. From the perspective of the model, the solution method and the objective function, this paper reviews and analyzes the related academic papers and conferences articles during past few years. As a result, the construction forms of the multi-objective function and the scheduling scenarios show strongly positive correlation with the Makespan, the delivery tardiness, the energy consumption or the cost. Consequently, facing with the characteristic in a general way, the detailed construction analysis on the function for the flexible job shop scheduling problem (FJSP) is critical reviewed, and a total 6 types with 49 kinds classification are discussed. Obviously, the main goals are to summarize, analyze, discuss, and synthesize the existing achievements, the current research status, and the ongoing studies on the FJSP functions construction, and additionally to give useful insight into future research. Combined with the development trend of the intelligent manufacturing and the operations research, arguing for the formulation of the multi-obj. function, this review is expected to contribute to the future research of FJSP.