Due to an increased need in hydro-electricity, water storage, and flood protection, it is assumed that a series of new dams will be build throughout the world. The focus of this paper is on the non-probabilistic-based design of new arch-type dams by applying means of robust design optimization (RDO). This type of optimization takes into account uncertainties in the loads and in the material properties of the structure. As classical procedures of probabilistic-based optimization under uncertainties, such as RDO and reliability-based design optimization (RBDO), are in general computationally expensive and rely on estimates of the system’s response variance, we will not follow a full-probabilistic approach but work with predefined confidence levels. This leads to a bi-level optimization program where the volume of the dam is optimized under the worst combination of the uncertain parameters. As a result, robust and reliable designs are obtained and the result is independent from any assumptions on stochastic properties of the random variables in the model. The optimization of an arch-type dam is realized here by a robust optimization method under load uncertainty, where hydraulic and thermal loads are considered. The load uncertainty is modeled as an ellipsoidal expression. Comparing with any traditional deterministic optimization method, which only concerns the minimum objective value and offers a solution candidate close to limit-states, the RDO method provides a robust solution against uncertainty. To reduce the computational cost, a ranking strategy and an approximation model are further involved to do a preliminary screening. By this means, the robust design can generate an improved arch dam structure that ensures both safety and serviceability during its lifetime.