With the increasing quantity of DC electrical equipment, DC microgrids have been paid more and more attention. This paper proposes an approach to multi-objective optimisation of an energy management system (EMS) for a DC microgrid that includes a hybrid energy storage system (HESS). The operating and maintenance cost and the loss of power supply probability (LPSP) of the system are used as optimisation targets. The power flows of all distributed generators (DGs) in the DC microgrid during operating period are optimized. Based on the improved differential evolution (DE) algorithm, and by using the multi-objective non-dominated sorting method and the maximum membership degree principle (MMDP) of fuzzy control, the overall satisfaction degree of Pareto solutions to power flow optimization can be obtained. Simulation results verify the effectiveness of the proposed EMS optimization scheme, which is able to achieve an effective trade-off between the economy and the reliability of microgrid operation.