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An adequate strategy for achieving energy efficiency when designing a photovoltaic shading system (PVSS) shall find an equilibrium between sunlight heat gain and daylight transmittances through effective analysis tools in a building's early design phases. However, traditional simulation methods are either time-consuming or lacking architectonical thinking. This paper proposes a new method for architects to integrate thermal and daylighting performance by using parametric script modelling and optimize their balance with multi-objective optimization (MOO) algorithm in PVSS design. A case study was conducted to demonstrate the workflow of proposed integrated simulation method in PVSS design, and further compared the results with that of three single-objective optimizations under the same design requirement. The findings show that the integrated framework is a feasible method for PVSS design and can be extended into the design of other advance shading system or building integrated photovoltaic.