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Abstract In the process of penicillin fermentation, there is a strong nonlinear relationship between the input eigenvector and multiple output vectors, which makes the prediction accuracy of the existing model difficult to meet the requirements of chemical production. Therefore, a local selective ensemble learning multi-objective soft sensing modeling strategy is proposed in this study. Firstly, a localization method based on transfer entropy and k-means is proposed to reconstruct the sample set. Then, based on the reconstructed local samples, the local soft sensing model is established by the multi-objective support vector regression method, and the selective ensemble of sub-models and the adaptive calculation of prediction weights are realized. At the same time, to reduce the adverse effects caused by improper selection of model parameters, the sparrow search algorithm is used to realize the tuning of the mentioned model parameters. Finally, the proposed modeling strategy is simulated. The results show that, compared with other methods, the proposed local selective ensemble learning multi-objective soft sensing modeling strategy has better prediction performance.