Based on the theory of standard particle swarm optimization (PSO), an improved particle swarm optimization algorithm is presented, and it has a better optimized performance than standard PSO. A multi-objective wind turbine airfoil shape optimization model is established and 4 kinds of different thick wind turbine airfoils with better performance are designed by using the improved PSO algorithm. The aerodynamic performance of the CQU-A18 and CQU-A21 airfoils are analyzed in detail compared with the commonly used wind turbine airfoil with the same thickness. The results show that the new airfoils show very good aerodynamic characteristics, and they are found to be very insensitive to leading edge roughness. The new airfoils exhibit the higher lift coefficient and larger lift/drag ratio in both smooth condition and rough condition at the main angle of attacks. The performances of the new airfoils show a significant improvement compared with the typical airfoils.