With regard to the Location-Routing Problem （LRP） of domestic waste transfer stations and incineration stations， by considering the economic objective and the obnoxious effect of waste facilities， a piecewise function of obnoxious effect related to wind direction and distance was designed， a Two-Echelon Multi-Objective LRP （2E-MOLRP） model was formulated， and a non-dominated algorithm combining Whale Optimization Algorithm （WOA） and Simulated Annealing （SA） algorithm was proposed， namely WOA-SA. Firstly， the random method and Clarke and Wright （CW） saving algorithm were used to optimize the initial population. Secondly， a nonlinear dynamic inertia weight coefficient was adopted to adjust the convergence speed of the WOA-SA. Thirdly， the global optimization ability was enhanced by designing the parallel structure of WOA-SA. Finally， the Pareto solution set was obtained by using the non-dominated sorting method. The analysis was carried out on 35 benchmark cases such as Prins and Barreto as well as a simulated case of Tianjin. The results show that the WOA-SA can find the Best Known Solution （BKS） of 20 benchmark cases， and has the mean values of the difference between the solution results and the BKSs of 0.37% and 0.08% on Prins and Barreto cases， which proves the good convergence and stability of the WOA-SA. The proposed model and algorithm were applied to the instance， and provided three schemes with different obnoxious effect values and economic costs for decision makers with different decision preferences. Therefore， the cost of waste recycling and the obnoxious effect of facilities on environment were reduced.