In this paper, with a new point of view, an innovative multi-objective approach is proposed for active power filters (APFs) planning. In the proposed approach, total harmonic distortion of voltage (THDV), motor load loss function (MLLF), harmonic transmission line loss (HTLL) and total current of the APFs (I_af) are considered as the objectives of the multi-objective optimization problem; while, the individual and total harmonic distortions of voltage, and maximum permissible APFs size are taken as constraint into account. The proposed approach is a non-convex, non-linear mixed-integer optimization problem. Hence, a new melody search algorithm (MSA) is used to obtain the Pareto optimal set solutions and followed by fuzzy satisfying method (FSM) to find final optimal solution. The feasibility and effectiveness of the proposed multi-objective approach of the APFs planning are demonstrated on the IEEE 18-bus test system under several different scenarios and cases. The obtained simulation results illustrate the sufficiency and profitableness of the newly proposed approach in the APFs planning, when compared with other methods.