The main objective of this paper is to introduce a transfer learning-enhanced, multi-objective, deep reinforcement learning (DRL) methodology that is able to optimise the geometry of any airfoil based on concomitant aerodynamic and structural criteria. To showcase the method, we aim to maximise the lift-to-drag ratio $C_L/C_D$ while preserving the structural integrity of the airfoil -- as modelled by its maximum thickness -- and train the DRL agent using a list of different transfer learning (TL) strategies. The performance of the DRL agent is compared with Particle Swarm Optimisation (PSO), a traditional gradient-free optimisation method. Results indicate that DRL agents are able to perform multi-objective shape optimisation, that the DRL approach outperforms PSO in terms of computational efficiency and shape optimisation performance, and that the TL-enhanced DRL agent achieves performance comparable to the DRL one, while further saving substantial computational resources.