<p>We find personnel rostering problems all around us, in different industries and with varying purposes. Personnel rostering problems have multiple stakeholders, i.e., employers, employees, and customers, all with unique viewpoints. Hence, personnel rostering problems have an inherent multi-objective structure, as the quality of a solution is determined by evaluating multiple conflicting criteria simultaneously. Most of the published research into personnel rostering problems apply weighted sum scalarization, followed by single-objective optimization. A number of alternative methods exist for addressing multi-objective optimization problems. These methods preserve the underlying multi-objective structure and aim to assist a decision maker in finding their most preferred solution when considering all the objectives. In this article, we review 52 papers that have presented multi-objective optimization methods for personnel rostering problems since the year 2000. We categorize these papers by drawing upon how they incorporate the decision maker’s preferences and which profession they consider. We present common trends in the literature, draw out unexplored areas, and provide recommendations for future researchers.</p>