A new multi-valued interval neutrosophic multiple attribute decision making method is developed. Firstly, multi-valued interval neutrosophic numbers are used to model uncertain information, the cossine value and Euclidean distance for multi-valued interval neutrosophic numbers are defined. Then the Choquet integral is used to model correlation of information, and the linear assignment method is used to rank alternatives based on signed distances. The selection of subway construction alternatives based on risk evaluation illustrate the feasibility and effectiveness of the proposed method.