In this paper, we investigate the linear transceiver optimization for multiple-inputmultiple-output (MIMO) interference networks, where multiple pairs of multi-antenna source and destination nodes communicate simultaneously. Different from most of existing works, we jointly consider three critical issues of the linear transceiver optimization for MIMO interference networks based on multi-objective optimization theory, i.e., signal transmission, energy and security. Specifically, using the modified weighted Tchebycheff method, we investigate three kinds of multi-objective optimization problems (MOOPs): 1) sum mean square error minimization and harvested energy maximization; 2) transmit power minimization and energy harvesting efficiency maximization; 3) transmit power minimization, energy harvesting efficiency maximization, and physical layer security. Based on the Charnes-Cooper transformation and penalty function method, the formulated MOOPs are transformed into convex optimization problems and thus can be effectively solved. The resulting Pareto optimal solutions set reveals the complicated but important relationships among these involved single objective optimization problems, which are usually individually investigated in the literature. Finally, numerical simulation results demonstrate the performance advantages of the proposed algorithm and corroborate the theoretical analysis.