A novel scheme for design of multi-objective nonlinear control is proposed in this paper. With this scheme, the performance objective for various state variables of a control system can be coordinated satisfactorily in a unitary nonlinear control framework. Applying the proposed control scheme in the design of the turbogenerator integrated controller, a multi-objective nonlinear integrated controller for turbine generator units is proposed, in which the problem to coordinate the dynamic and steady- state integrated performances of various state variables is solved. Simulation results of using the proposed controller in a one-machine infinite-bus power system show that both the dynamic performances and the steady-state performance of the synchronous generator units are greatly improved. Both the generator terminal voltage and the generator active power output can still be kept at their setting values after a step disturbance. Also, the stability of the generator unit when subjected to the disturbances is greatly enhanced. The proposed controller is valuable for industrial application.