To expand the application of the Mahalanobis-Taguchi system (MTS) in fuzzy integral multi-attribute decision making, the descriptive statistics of the interval sample is introduced into the MTS, and the interval Mahalanobis-Taguchi system (IMTS) is established. An identification method of fuzzy measures by IMTS is provided. The interval fuzzy Choquet operator is defined to integrate interval data. Finally, an illustrative example is given to demonstrate that the proposed method is feasible and can solve the fuzzy integral multi-attribute decision making problems based on interval data.