A decision method of integrating the prospect theory with(ELECTRE) is proposed for multi-attribute decision -making, where the attribute weights are known and attribute values are in the form of the Pythagorean hesitant fuzzy uncertain linguistic number. First of all, the definition of the Pythagorean hesitant fuzzy uncertain linguistic set is given, including the scoring function, the distance measure and the algorithm. Then, a prospect value matrix is built by introducing the prospect theory into this decision-making environment, and the traditional ELECTRE method is used to obtain the consistency matrix and the contradiction matrix. The consistency matrix and contradiction matrix are obtained by using the traditional ELECTRE method, and the matrices are converted to construct the prospects superiority/inferiority judgment matrix. Thus, the total superiority/inferiority values are obtained to determine the ranking of alternatives. Finally, a numerical example is provided to illustrate the effectiveness and feasibility of the proposed method. Compared with the traditional ELECTRE method, the superiority and practicability of the proposed method are adequately verified.