In order to discuss how the price-dependent demand and the risk attitude impact the decision behavior under price uncertainty, a newsvendor decision model based on Copula functions and conditional value-at-risk(CVaR) with the stochastic-price-dependent demand is founded. The correlation is described by the Copula functions and the risk attitude is measured by CVaR. The solution to the model is verified to be existent and exclusive. By Monte Carlo simulation, it is found that the mutual effect between the price-dependent demand and the risk attitude induces the decision behavior to change regularly. The decision maker can tolerate the fluctuation of price partially, and the market tends to be homogenous when the correlation between price and demand closes to no correlation or perfect negative correlation.