In multiattribute group decision-making (MAGDM) problems, the data envelopment analysis (DEA) cross-efficiency method is an effective tool to evaluate each decision-making unit. However, this method usually assumes that the decision-maker (DM) is completely rational, which ignores the risk psychology of the DM in the decision-making process. To compensate for this deficiency, this article proposes an MAGDM method based on trust relationships and DEA regret cross-efficiency. First, we construct a modified model based on the CCR model. Then, we propose the DEA regret cross-efficiency method. This method involves the risk psychology of the DM in the decision-making process. Next, a weighting model is developed to aggregate the cross-efficiency comprehensive utility matrix. Subsequently, we construct trust propagation and trust aggregation models to obtain the weights of experts. Finally, the MAGDM method based on trust relationships and DEA regret cross-efficiency is designed to rank all alternatives. A numerical example is provided to illustrate the superiority and rationality of our proposed method.