This paper presents a possible military application of fuzzy sets. The multi- criteria decision-making approach in a fuzzy environment is applied in the selection of missile systems under conditions often present in military activities. The basic theoretical concepts of fuzzy sets, of interest for the decision making problem solution in the presence of uncertain information, are considered. The selection method is described. As an illustration, a numerical example of a missile system selection is given. The features of the method are given, as well as directions for further work.