The usage of parallel elastic actuators (PEA) in legged robots could potentially enhance the joints and increase energy efficiency by providing extra torques. However, the current design that adopts tension springs or spiral springs usually requires additional working space for PEA add-ons and enlarges size and mass too much. Besides, they often tune the spring parameters especially the spring constant by hand, failing to achieve optimal performance when considering multiple objectives. To tackle these issues, this article designs a compact dual-slide PEA (DS-PEA) leg that adopts a compression spring structure. Through integrating with a dual-slide mechanism, the PEA elements are attached tightly to the transmission, resulting in a small-size and light-weighted design. Furthermore, we adopt a multiobjective optimization method, i.e., multi-Pareto fronts quantify, to automatically choose the proper spring constant. Simulation and hardware experiments demonstrate that peak torque, motor power, and cost of transport for motion tracking are all largely reduced, even when working at multiple trajectories. Extensive hopping experiments further validate the dynamic motion capability and the energy efficiency of the delicate design. The compact DS-PEA leg will be used in a quadruped robot shortly.