To effectively solve the uncertainty problems in the multi-objective decision-making, a comprehensive weighting method considering the fuzzy interval of subjective and objective factors is proposed in this study. The fuzzy analytic hierarchy process(FAHP)was used to determine the subjective weight reflecting the subjective preference of decision makers, and the concept of distance degree of interval number was introduced to extract objective decision information. Then, with an improved comprehensive weighting method based on the game theory, the comprehensive weighting value is determined, and in accordance with this, the scheduling scheme is optimized. The method is applied to the multi-objective optimal scheduling of cascade reservoirs in the lower reaches of the Jinsha River, and the results show that the comprehensive weighting method is feasible in the multi-objective scheduling scheme optimization. The scheduling scheme selected by the comprehensive weight can simultaneously reflect the preference of decision makers and the objective characteristics of each index and has a balanced performance on all indicators. This method provides a new idea for the multi-objective comprehensive operation decision-making of water resources in the basin.