In this paper, we advocate a novel constellation design methodology for multi-color visible light communication (VLC) systems deploying protograph-based low-density parity-check (P-LDPC) codes. We utilize the protograph-based extrinsic information transfer (PEXIT) analysis to evaluate the coded system performance accurately and employ the differential evolution algorithm for the optimal constellation design. Both numerical analyses and simulations show performance gains of more than 0.9 dB and demonstrate that our constellation design exhibits much better performance than the conventional ones such as the commonly used minimum Euclidean distance maximization design.