In this paper, an approach for treating integer multi-objective programming problems via goal programming and fuzzy set theory is developed. The presented approach transforms the integer nonlinear (and linear) multi-objective programming problem having bounded objective functions on its feasible domain into a goal programming model by determining the priorities of the objectives and the aspiration levels using fuzzy set theory. The resulting goal programming problem will be solved by the iterative method together with the branch-and-bound technique of integer programming. In addition, the stability of the resulting solution is discussed. A numerical example is given to clarify the proposed approach.