The multiobjective optimal control method optimizes the performance indexes of nonlinear systems to obtain setpoints, and designs a controller to track the setpoints. However, the stepwise optimal control method that independently analyzes the optimization process may obtain unfeasible and difficult to track setpoints, which will reduce the operation and control performance of the systems. To solve this problem, a multiobjective integrated optimal control (MIOC) strategy is proposed for nonlinear systems in this article. The main contributions of MIOC are threefold. First, in the framework of multiobjective model predictive control, an integrated control structure with a comprehensive cost function and a collaborative optimization algorithm is designed to achieve the coordinate optimal control. Second, for the time inconformity of setpoints and control laws caused by the characteristic of tracking control, the different prediction horizons are designed for the comprehensive cost function. Then, the collaborative optimization algorithm is proposed for the comprehensive cost function to achieve the integrated solution of setpoints and control laws to enhance the operation and control performance of nonlinear systems. Third, the stability and control performance analysis of MIOC is provided. Finally, the proposed MIOC method is applied for a nonlinear system to demonstrate its effectiveness.