Five-axis gantry machining centers are strategic equipment urgently needed for modern defense industry. These centers are also the basic manufacturing equipment for modern molds. Beams, which can affect the performance of the entire machine, are main components of the five-axis gantry machining center. This study proposed decision-making and optimizing methods for the beam design to improve the static and dynamic mechanical properties of beams and the quality and precision of processed products. Aiming at the multifactor and multilevel structure characteristics of beams, eight representative parameter combinations were established by orthogonal experiment as the design scheme of the beam structure. The software of finite element analysis was employed to analyze the static and dynamic characteristics of each beam and obtain their indicators. Meanwhile, a combined weighting method based on the entropy and fuzzy analytic hierarchy process was used to determine the weight value of each evaluation indicator. A fuzzy comprehensive evaluation method was applied to the multi-objective optimization of the beam structure design. Consequently, the parameter combination of the optimal scheme was finally determined to be "#"-shaped stiffened panels with a thickness of 20 mm in the side-mounted lead rail. The sensitivity of key dimensions was analyzed, and six key dimensions were selected for optimization. Results show that D8 has the largest influence on the performance of crossbeams. After optimization, the total deformation, maximum equivalent stress, and mass of the beam are reduced by 3.207%, 13.619%, and 2.457%, respectively. Meanwhile, the first-order natural frequency is increased by 1.047%. The present work improves the dynamic and static performances of beams and realizes a light-weight design. Moreover, this study shows strong engineering practicability and provides new ideas for the structural design and optimization of other key components in computerized numerical control (CNC) machining centers.