Traditional Belief-Rule-Based (BRB) ensemble learning methods integrate all of the trained sub-BRB systems to obtain better results than a single belief-rule-based system. However, as the number of BRB systems participating in ensemble learning increases, a large amount of redundant sub-BRB systems are generated because of the diminishing difference between subsystems. This drastically decreases the prediction speed and increases the storage requirements for BRB systems. In order to solve these problems, this paper proposes BRBCS-PAES: a selective ensemble learning approach for BRB Classification Systems (BRBCS) based on Pareto-Archived Evolutionary Strategy (PAES) multi-objective optimization. This system employs the improved Bagging algorithm to train the base classifier. For the purpose of increasing the degree of difference in the integration of the base classifier, the training set is constructed by the repeated sampling of data. In the base classifier selection stage, the trained base classifier is binary coded, and the number of base classifiers participating in integration and generalization error of the base classifier is used as the objective function for multi-objective optimization. Finally, the elite retention strategy and the adaptive mesh algorithm are adopted to produce the PAES optimal solution set. Three experimental studies on classification problems are performed to verify the effectiveness of the proposed method. The comparison results demonstrate that the proposed method can effectively reduce the number of base classifiers participating in the integration and improve the accuracy of BRBCS.