The multiobjective evolutionary algorithm based on decomposition (MOEA/D) has demonstrated superior performance by winning the multiobjective optimization algorithm competition at the CEC 2009. For effective performance of MOEA/D, neighborhood size (NS) parameter has to be tuned. In this letter, an ensemble of different NSs with online self-adaptation is proposed (ENS-MOEA/D) to overcome this shortcoming. Our experimental results on the CEC 2009 competition test instances show that an ensemble of different NSs with online self-adaptation yields superior performance over implementations with only one fixed NS.