Abstract: In this paper,noninferior nature of the solution of multiobjective dynamic programming is discussed.Three concepts are given,which are multiobjective return noninferior matrix,multiobjective return noninferior compound matrix and multiobjective forward recurrence matrix.On the basis of the three concepts,a new method of noninferior matrix of multiobjective dynamic programming is given.In the method,the relative importance of the whole objectives may not be given beforehand,and all the noninferior solutions can be gotten easily.The validity of the method is tested and verified by an example.