A Multidisciplinary Design Optimization (MDO) system for a wing with nacelle and pylon is developed. The present MDO system is based on the integration of Computational Fluid Dynamics (CFD) codes and NASTRAN based an aeroelastic-structural interface code. The Kriging model is employed to save the computational time of objective function evaluations in Multi-Objective Genetic Algorithm (MOGA). In the present multi-objective optimization, aerodynamic optimization is performed to minimize the drag and the shock wave strength at inboard of pylon, and structural optimization is performed to obtain the minimum wing weight with the constraints of flutter and strength. As a result of the optimization, several solutions improved in all objective function values compared with the baseline shape have been obtained. Furthermore, features of the design space have been investigated by data mining techniques using Self-Organizing Map (SOM) and ANalysis Of VAriance (ANOVA).