This paper presents the black-box modelling of palm oil biodiesel engine (POB) using multi-objective optimization differential evolution (MOODE) algorithm. Two objective functions are considered in the algorithm for optimization; minimizing the number of term of a model structure and minimizing the mean square error between actual and predicted outputs. The mathematical model used in this study to represent the POB system is nonlinear auto-regressive moving average with exogenous input (NARMAX) model. Finally, model validity tests are applied in order to validate the possible models that was obtained from MOODE algorithm and lead to select an optimal model.