Machine learning (ML) has been recognised as a powerful method for modelling building energy consumption. The capability of ML to provide a fast and accurate prediction of energy loads makes it an ideal tool for decision making tasks related to sustainable design and retrofit planning. However, the accuracy of these ML models is dependent on the selection of the right hyper-parameters for a specific building dataset. This paper proposes a method for optimising ML models for forecasting both heating and cooling loads. The technique employs multi-objective optimisation with evolutionary algorithms to search the space of possible parameters. The proposed approach not only tunes single model to precisely predict building energy loads but also accelerates the process of model optimisation. The study utilises simulated building energy data generated in EnergyPlus to validate the proposed method, and compares the outcomes with the regular ML tuning procedure (i.e. grid search). The optimised model provides a reliable tool for building designers and engineers to explore a large space of the available building materials and technologies.