Selecting an energy management system for regional integrated energy system (EMS-RIES) is essential to improve energy management. But there lacks an EMS-RIES selection research. Meanwhile, some main issues, such as information loss, criteria interaction, properties of criteria, and risk preference, can influence the decision precision largely and have not been handled together in current decision researches. To fill these gaps, this study develops an integrated decision framework. Firstly, an evaluation criteria system is established from five dimensions. Secondly, double uncertainties on the degree of impact between criteria and criteria performances of each alternative are depicted by credibility-based hesitant fuzzy linguistic term set to reduce information loss. Thirdly, a combination weight method is used to determine criteria weight and interaction between criteria are investigated. Then, a cumulative prospect theory modified PROMETHEE II model considering properties of criteria and risk preference simultaneously is applied to rank the alternatives. Finally, a case study verifies the feasibility and practicability of the developed framework, and the final performances of alternatives are influenced by weight changing, properties of criteria, and risk preference. Furthermore, the comparative analysis shows that the proposed model has superiority to reveal the differences between alternatives due to its big distinction degree.