Lamarckian learning has been introduced into evolutionary computation as local search mechanism. The relevant research topic, memetic computation, has received significant amount of interests. In this study, a novel Lamarckian learning strategy is designed for improving the Nondominated Neighbor Immune Algorithm, a novel hybrid multi-objective optimization algorithm, Multi-objective Lamarckian Immune Algorithm (MLIA), is proposed. The Lamarckian learning performs a greedy search which proceeds towards the goal along the direction obtained by Tchebycheff approach and generates the improved progenies or improved decision vectors, so single individual will be optimized locally and the newcomers yield an enhanced exploitation around the nondominated individuals in lesscrowded regions of the current trade-off front. Simulation results based on twelve benchmark problems show that MLIA outperforms the original immune algorithm and NSGA-II in approximating Pareto-optimal front in most of the test problems. When compared with the state of the art algorithm MOEA/D, MLIA shows better performance in terms of the coverage of two sets metric, although it is laggard in the hypervolume metric.