In the integrated hydro–wind–solar–storage system, the strong output fluctuations of wind and solar power, along with prominent system nonlinearity and time-varying characteristics, make it difficult for traditional PID controllers to achieve high-precision and robust dynamic control. This paper proposes a fuzzy fractional-order PID control strategy based on a multi-objective optimization algorithm, aiming to enhance the system’s frequency regulation, power balance, and disturbance rejection capabilities. The strategy combines the adaptive decision-making ability of fuzzy control with the high-degree-of-freedom tuning features of fractional-order PID. The multi-objective optimization algorithm AGE-MOEA-II is employed to jointly optimize five core parameters of the fuzzy fractional-order PID controller (K_p, K_i, K_d, λ, and μ), balancing multiple objectives such as system dynamic response speed, steady-state accuracy, suppression of wind–solar fluctuations, and hydropower regulation cost. Simulation results show that compared to traditional PID, single fractional-order PID, or fuzzy PID controllers, the proposed method significantly reduces system frequency deviation by 35.6%, decreases power overshoot by 42.1%, and improves renewable energy utilization by 17.3%. This provides an effective and adaptive solution for the stable operation of hydro–wind–solar–storage systems under uncertain and variable conditions.