Piecewise linear vector optimization problems in the locally convex Hausdorff topological vector space setting are considered in this paper. The efficient solution set of these problems are shown to be the unions of finitely many semi-closed generalized polyhedral convex sets. If, in addition, the problem is convex, then the efficient solution set and the weakly efficient solution set are the unions of finitely many generalized polyhedral convex sets and they are connected by line segments. Our results develop the preceding ones of Zheng and Yang (Sci. China Ser. A. 51, 1243–1256 2008), and Yang and Yen (J. Optim. Theory Appl. 147, 113–124 2010), which were established in the normed space setting.