For evolutionary algorithms, the search data during evolution has attracted considerable attention and many kinds of data mining methods have been proposed to derive useful information behind these data so as to guide the evolution search. However, these methods mainly centered on the single objective optimization problems. In this paper, an adaptive differential evolution algorithm based on analysis of search data is developed for the multi-objective optimization problems. In this algorithm, the useful information is firstly derived from the search data during the evolution process by clustering and statistical methods, and then the derived information is used to guide the generation of new population and the local search. In addition, the proposed differential evolution algorithm adopts multiple subpopulations, each of which evolves according to the assigned crossover operator borrowed from genetic algorithms to generate perturbed vectors. During the evolution process, the size of each subpopulation is adaptively adjusted based on the information derived from its search results. The local search consists of two phases that focus on exploration and exploitation, respectively. Computational results on benchmark multi-objective problems show that the improvements of the strategies are positive and that the proposed differential evolution algorithm is competitive or superior to some previous multi-objective evolutionary algorithms in the literature.