Recently, some researchers have explored three-way decision models in the fuzzy multi-criteria environments from the perspective of criterion fuzzy concept. The main characteristics of these models include the subjective preference of decision-maker for criteria and the evaluation value information system provided by decision-maker. However, the criterion fuzzy concept only considers the decision-maker’s membership preference to each criterion, and ignores the decision-maker’s non-membership preference to each criterion. In view of this, this paper further proposes a new criterion fuzzy concept, namely the intuitionistic fuzzy concept, to express decision-maker’s preference for each criterion. At the same time, we build an intuitionistic fuzzy concept-oriented three-way decision model to solve the ranking and classification problem in the intuitionistic fuzzy multi-criteria environments with decision-maker’s preference. Firstly, based on the defined intuitionistic fuzzy concept, we construct a new intuitionistic fuzzy loss function model. Meanwhile, using intuitionistic fuzzy similarity, we propose a new conditional probability calculation method to express the correlation degree between the intuitionistic fuzzy concept and alternative’s evaluation values. Secondly, we introduce three decision-making perspectives from the membership degree and non-membership degree of expected loss to obtain the final three-way classification scheme. Moreover, by combining the thresholds of the positive and negative perspectives, we obtain the comprehensive thresholds of the comprehensive perspective, which can be used to rank all alternatives. Finally, a supplier selection problem is used to verify the feasibility and superiority of the model, and six data sets are used to verify the applicability of the model.