In this paper, we investigate the sensitivity of a novel Multi-Objective Self-Organizing Migrating Algorithm (MOSOMA) on setting its control parameters. Usually, efficiency and accuracy of searching for a solution depends on the settings of a used stochastic algorithm, because multi-objective optimization problems are highly non-linear. In the paper, the sensitivity analysis is performed exploiting a large number of benchmark problems having different properties (the number of optimized parameters, the shape of a Pareto front, etc.). The quality of solutions revealed by MOSOMA is evaluated in terms of a generational distance, a spread and a hyper-volume error. Recommendations for proper settings of the algorithm are derived: These recommendations should help a user to set the algorithm for any multi-objective task without prior knowledge about the solved problem