AbstractRainfed agriculture is crucial for ensuring global food and water security, and supplementary irrigation is an effective means of improving the economic benefits in rainfed agricultural regions. This study proposes a novel uncertain optimization approach to optimize supplementary irrigation areas in rainfed agricultural regions. The approach incorporates multi‐objective linear programming, interval linear programming, fuzzy goal programming and stochastic expected value programming. In the proposed interval multi‐fuzzy goal stochastic expected‐value programming, uncertainties are expressed in the form of discrete intervals, probability distributions and fuzzy goals. This approach, which considers the randomness of precipitation during the optimization process and allocates limited irrigation water resources to different subareas and crops, was applied to a case study of crop irrigation area planning in Guyuan City, Ningxia Hui Autonomous Region, northwestern China. The maximum economic benefits and the minimum sum of the Gini coefficients among the different subareas and crops were regarded as the planning objectives, and a series of optimal irrigation areas with different crops and subareas under different water levels were obtained. The optimization results revealed that vegetables and fruits consumed large amounts of irrigation water to increase their economic benefits. In addition, allocating a large amount of irrigation water to wheat is essential to decrease the Gini coefficient and meet food security constraints, particularly at extremely low water levels. Compared with current management, the optimized irrigation area decreased by 30%, the crop water deficit index increased by 9%, the economic benefits increased by 3% and the total Gini coefficient of crops decreased by 17%, indicating that the optimization approach could fairly and reasonably allocate irrigation water resources. Our research provides a mathematical approach for decision‐makers to plan supplementary irrigation areas in rainfed agricultural regions.