In order to meet the different requirements of aerodynamic performance for Tailless Aerial Vehicle at different flight stages, this paper proposes a multi-objective control allocation method. Firstly, a TAV non-affine rudder effect model is established to mathematically describe the TAV control allocation problem, an incremental nonlinear control allocation method is proposed and its convergence is proved out. And then, the incremental form of the secondary performance indicators. Finally, the multi-objective nonlinear control allocation problem is solved by the effective set quadratic programming method, and simulated for verification. In the simulation scenario of this paper, compared with the minimum rudder deflection case, the average drag coefficient of the minimum drag case is reduced by 36.96%, and the average lift coefficient of the maximum lift case is increased by 7.76%.The experimental results show that the control allocation method can effectively achieve different sub-objectives such as minimum rudder deflection, minimum drag and maximum lift under conditions of minimum moment allocation error.