Multi-microgrid system is composed of multiple microgrids in adjacent area to meet the needs of interconnection and power supply, which is conducive to improve the energy efficiency of regional microgrids. Based on off-grid mode multi-microgrid with series structure, this paper comprehensively considers the power supply rate and last supply time of loads and presents a multi-objective optimization control algorithm of loads power supply performance. This paper formulates the multi-objective functions of loads optimal power supply performance in each sub-microgrids. Each sub-microgrids jointly use distributed predictive control to achieve rolling optimization. Under this control algorithm, multi-objective optimization of loads power supply performance of multi-microgrid is verified by actual example. This work is supported by National High-tech R & D Program of China (863 Program) (No. 2014AA052001).