With regard to multi-attribute decision-making problems, in which the attribute value of alternatives is interval grey number, a multiple attribute decision-making method with the interval grey number based on the improved TODIM method is proposed. In view of the reference dependence of decision-maker’s psychological behavior traits, combining with the thoughts of stochastic dominance, the gain or loss is calculated by comparing one alternative to other alternatives. By analyzing the insufficient of the dominance degree and the overall value in the classic TODIM method, the representation of the new dominance degree and overall dominance degree of the gain or loss of one alternative relative to other alternatives is given, then an improved TODIM method is proposed. An example is also presented to illustrate the usefulness and effectiveness of the proposed method.