There has been an increasing interest in the use of automated self-optimising continuous flow platforms for the development and manufacture in synthesis in recent years. Such processes include multiple reactive and work-up steps, which need to be efficiently optimised. Here, we report the combination of multi-objective optimisation based on machine learning methods (TSEMO algorithm) with self-optimising platforms for the optimisation of multi-step continuous reaction processes. This is demonstrated for a pharmaceutically relevant Sonogashira reaction. We demonstrate how optimum reaction conditions are re-evaluated with the changing downstream work-up specifications in the active learning process. Furthermore, a Claisen-Schmidt condensation reaction with subsequent liquid-liquid separation was optimised with respect to three-objectives. This approach provides the ability to simultaneously optimise multi-step processes with respect to multiple objectives, and thus has the potential to make substantial savings in time and resources.