This paper proposes the optimization of a fully connected recurrent neural network (FCRNN) using advanced multiobjective continuous ant colony optimization (AMO-CACO) for the multiobjective gait generation of a biped robot (the NAO). The FCRNN functions as a central pattern generator and is optimized to generate angles of the hip roll and pitch, the knee pitch, and the ankle pitch and roll. The performance of the FCRNN-generated gait is evaluated according to the walking speed, trajectory straightness, oscillations of the body in the pitch and yaw directions, and walking posture, subject to the basic constraints that the robot cannot fall down and must walk forward. This paper formulates this gait generation task as a constrained multiobjective optimization problem and solves this problem through an AMO-CACO-based evolutionary learning approach. The AMO-CACO finds Pareto optimal solutions through ant-path selection and sampling operations by introducing an accumulated rank for the solutions in each single-objective function into solution sorting to improve learning performance. Simulations are conducted to verify the AMO-CACO-based FCRNN gait generation performance through comparisons with different multiobjective optimization algorithms. Selected software-designed Pareto optimal FCRNNs are then applied to control the gait of a real NAO robot.