Classification is important task of data mining used to extract knowledge from huge volume of data. By nature, classification is multi-objective problem, as it required optimization of multiple objectives simultaneously like accuracy, sensitivity, squared error, precision etc. Traditionally, evolutionary algorithms were used to solve multi-objective classification problem by considering it as single-objective problem, but this approach gives single solution to problem. Therefore, multi-objective evolutionary algorithms are used to solve classification problem. In this paper, we have used Pareto approach to optimize neural network for classification. Non-dominated sorting genetic algorithm is used to simultaneously optimize accuracy and mean squared error objectives of neural network along with local search. As slow convergence to optimal solutions is major disadvantage of evolutionary algorithm. To speed up convergence to optimal solutions hybrid technique is adopted by augmenting evolutionary technique with local search algorithm. This proposed approach gives set of Pareto optimal solutions which represent learned neural network models.