The clustering method is studied under the hesitant fuzzy environment. Firstly, the hesitant fuzzy relative entropy and symmetric cross entropy are defined. From the viewpoint of information theory, a new similarity measure between two hesitant fuzzy sets is proposed. Then, a similarity coefficient matrix is constructed, and a netting method is presented to make clustering analysis for hesitant fuzzy sets. Finally, a numerical example is given to verify the effectiveness of the proposed method.