Large scale storage of natural gas is important today to ensure reliable supply during peak periods as consumption increases due to industrialization and population growth. As a result of this increase in demand, plans for building underground natural gas storage facilities are being considered. We propose selecting suitable sites in Turkey using the Choquet integral fuzzy based multi-criteria decision making method. The proposed solutions are based on the determined set of criteria, alternatives and linguistic variables to be used in the model. Among the main criteria considered in this paper are costs, time, usability, risks, social factors, and environmental factors. The method is analysed using these selected criteria, alternatives and linguistic variables. Thus, ranking the alternatives is performed with the Choquet integral. As a result, we found out the proposed approach is useful and practical for the location selection and other fuzzy MCDM problems. (C) 2017 Elsevier B.V. All rights reserved.