Today, people benefit from utilizing data mining technologies, such as association rule mining methods, to find valuable knowledge residing in a large amount of data. However, they also face the risk of exposing sensitive or confidential information, when data is shared among different organizations. Thus, a question arise: how can we prevent that sensitive knowledge is discovered, while ensuring that ordinary non-sensitive knowledge can be mined to the maximum extent possible. In this paper, we address the problem of privacy preserving in association rule mining from the perspective of multi-objective optimization. A new hiding method based evolutionary multi-objective optimization (EMO) is proposed and the side effects generated by the hiding process are formulated as optimization goals. EMO is used to find candidate transactions to modify so that side effects are minimized. Comparative experiments with exact methods on real datasets demonstrated that the proposed method can hide sensitive rules with fewer side effects.