With the development of green investment and security market, investors are increasingly focusing on environmental, social and corporate governance (ESG) factors while pursuing financial returns. Introducing ESG factors into portfolio decision can provide investors with investment strategies that balance risk aversion and long-term returns. This paper aims to establish a novel fuzzy portfolio decision model based on credibilistic mean, lower-semi-absolute deviation and ESG score. Also, we employ the credibility entropy to measure the uncertain risk of portfolio return and solve the multi-objective portfolio problem with fuzzy weighted programming method. In addition, different objective weight vectors can be set to obtain the optimal portfolio strategies according to the risk preferences and psychological characteristics of different investors. The proposed portfolio decision model with ESG level enhances the flexibility and the efficiency in dealing with fuzzy sustainable investment problems.