The under-forest economy is a new agricultural and forestry production mode. It can improve the utilization efficiency of forest land and make full use of forest resources, forest space, and forest ecological environment through different forms of industries such as understory planting and breeding. The under-forest economy has important ecological and economic benefits, significant to rural revitalization and industrial structure adjustment. It has been widely discussed by people in recent years. The forest ecological security level is a core factor to be considered in selecting sites for the under-forest economy. In practice, some forest ecological security evaluation indexes usually show heterogeneous forms. To comprehensively evaluate the level of forest ecological security, this study constructs a new multi-indicator fuzzy evaluation method based on heterogeneous big data. Firstly, a new linguistic scale function is defined to realize the consistent conversion of multi-granularity linguistic information. A Gaussian interval type-2 fuzzy aggregation formula for heterogeneous large-scale data is proposed. This formula is used to describe the differences in evaluation information between individuals caused by different knowledge backgrounds of evaluators. Then, the Gaussian interval type-2 fuzzy cross-entropy is defined, and it is verified to satisfy the excellent properties. This cross-entropy is applied to determine the objective weights of evaluation indexes. Considering the risk-averse psychology of experts and combining the prospect theory, the MULTIMOORA method in the Gaussian interval type-2 fuzzy environment is proposed. Finally, the applicability of the constructed Gaussian interval type-2 fuzzy comprehensive evaluation method (GIT2FCE) is verified through a case study conducted on the site selection of the under-forest economic industry.