The building structural vibration control by an active mass damper (AMD) with delayed acceleration feedback is studied. The control is designed with a multi-objective optimal approach. The stable region in a parameter space of the control gain and time delay is obtained by using the method of stability switch and the numerical code of NDDEBIFTOOL. The control objectives include the setting time, total power consumption, peak time, and the maximum power. The multi-objective optimization problem (MOP) for the control design is solved with the simple cell mapping (SCM) method. The Pareto set and Pareto front are found to consist of two clusters. The first cluster has negative feedback gains, i.e., the positive acceleration feedback. We have shown that a proper time delay can enhance the vibration suppression with controls from the first cluster. The second cluster has positive feedback gains and is located in the region which is sensitive to time delay. A small time delay will deteriorate the control performance in this cluster. Numerical simulations and experiments are carried out to demonstrate the analytical findings.