Abstract: From the fact that multi-objective programming with indefinite phases has usually only noninferior solutions, the concepts of the noninferior compound matrix of phase return and the recurrence matrix for multi-objective programming with indefinite phases were put forward. Based on these concepts, method of noninferior matrix to solve multi-objective dynamic programming problems with indefinite phases was given. In this method, it is not necessary to give the relative weights of objectives beforehand, and all the noninferior solutions can be gotten easily. The validity of the method was verified by an example.