In real-world investment decision, the future operation of business can not be certain. The project investment decisions involve much uncertainty. In our research, we use a fuzzy multi-objective model to represent the project investment problem. The objective function contains fuzzy multi-objectives of business operation. A branch and bound procedure is utilized to find out the decision solution. A numeric example is used to illustrate the decision process. The result shows that a good solution can be achieved which simultaneously optimize PW and horizon criteria.