In general, Multi-objective Evolutionary Algorithms do not guarantee find solutions in the Pareto-optimal set. We propose a new approach for solving decomposable deceptive multi-objective problems that can find all solutions of the Pareto-optimal set. Basically, the proposed approach starts by decomposing the problem into subproblems and, then, combining the found solutions. The resultant approach is a Multi-objective Estimation of Distribution Algorithm for solving relatively complex multi-objective decomposable problems, using a probabilistic model based on a phylogenetic tree. The results show that, for the tested problem, the algorithm can efficiently find all the solutions of the Pareto-optimal set, with better scaling than the hierarchical Bayesian Optimization Algorithm and other algorithms of the state of art.