In the context of Object-Oriented software, many works have investigated the Class Integration and Test Order (CITO) problem, proposing solutions to determine test orders for the integration test of the program classes. The existing approaches based on graphs can generate solutions that are sub-optimal, and do not consider the different factors and measures that can affect the stubbing process. To overcome this limitation, solutions based on Genetic Algorithms (GA) have presented promising results. However, the determination of a cost function, which is able to generate the best solutions, is not always a trivial task, mainly for complex systems with a great number of measures. Therefore, we introduce, in this paper, a multi-objective optimization approach to better represent the CITO problem. The approach generates a set of good solutions that achieve a balanced compromise between the different measures (objectives). It was implemented by a Pareto Ant Colony (P-ACO) algorithm, which is described in detail. The algorithm was used in a set of real programs and the obtained results are compared to the GA results. The results allow discussing the difference between single and multi-objective approaches especially for complex systems with a greater number of dependencies among the classes.