In reality, influenced by fuzzy information and irrational behavior, decision-makers are typically difficult to make decisions. Therefore, how to comprehensively express the evaluation information and accurately quantify the psychological behavior becomes a primary key to improve the efficiency of decision-making. Aiming at multi-attribute decision-making problem with completely unknown weight information and Pythagorean hesitate fuzzy evaluation value, a VIKOR method based on regret theory is proposed. Firstly, the weights are determined from two levels of alternative and attribute. Secondly, the relative closeness decision matrix is constructed by TOPSIS method. Then, the VIKOR method is used to calculate the values of group utility and individual regret based on regret perception value, which can describe the ranking of alternatives. Finally, the availability and effectiveness of this method are proved by sensitivity and comparative analysis. In conclusion, the proposed method not only considers the compromise preference under Pythagorean hesitant fuzzy environment, but also takes into account regret psychologic behavior of decision-makers.