Due to the deficiencies of the existing score function in Pythagorean fuzzy sets, a novel score function is proposed, and the relevant theorems are proved to analyze the properties of the novel score function. Then, the novel score function is introduced to Pythagorean fuzzy multi-attribute decision making methods to help decision makers (DM) process the fuzzy decision information. Additionally, most Pythagorean fuzzy decision methods are based on the expected utility theory, which assumes that the DM has perfect knowledge about the decision environment associated with perfectly rational when making decisions, and the subjective value perception of the DM is ignored when facing losses and gains. Therefore, the cumulative prospect theory is introduced to reflect the subjective value perception of the DM and the prospect values are used to replace the distance measure between alternatives and ideal solution for avoiding the effects of correlation between different attributes, then the Pythagorean fuzzy TOPSIS method based on the novel score function and the cumulative prospect theory is proposed, where the attribute weights are known and attribute values are in the form of Pythagorean fuzzy number (PFN), and the weights of attributes are determined by the contributing degree of the grey target theory. Finally, an example is given to illustrate the validity of the proposed score function, and then several sets of simulation data are used to verify the effectiveness and feasibility of the proposed method.