In order to guide users to select the most optimal access network in heterogeneous wireless networks, a network selection algorithm is proposed which is designed based on multi-objective discrete particle swarm optimization (Multi-Objective Discrete Particle Swarm Optimization, MODPSO). The proposed algorithm keeps fast convergence speed and strong adaptability features of the particle swarm optimization. In addition, it updates an elite set to achieve multi-objective decision-making. Meanwhile, a mutation operator is adopted to make the algorithm converge to the global optimal. Simulation results show that compared to the single-objective algorithm, the proposed algorithm can obtain the optimal combination performance and take into account both the network state and the user preferences.