With respect to the multiple criteria decision making problem with Pythagorean uncertain fuzzy linguistic information and correlated criteria, in which the decision maker's reference dependence and loss aversion behaviors are considered, a Pythagorean uncertain fuzzy linguistic TODIM(PUL-TODIM) method is proposed based on generalized Choquet integral. To begin with, the definition of Pythagorean uncertain fuzzy linguistic and its related theory are established. Considering the reference dependence behavior of decision maker, the gain and loss values of each alternative relative to the other alternative concerning each attribute are calculated. Then, considering the loss aversion behavior of decision maker, the perceived dominance degree for each alternative over the other one is obtained by integrating the corresponding gain and loss values. Further, the total perceived dominance degree for each alternative can be computed to rank alternatives. Finally, an example of haze governance is given to illustrate the feasibility and effectiveness of the proposed method.