Fuzzy sets and fuzzy rough sets are widely applied in data analysis, data mining, and decision-making. So far, the common method is to use rough approximate operators to induce aggregation functions when fuzzy rough sets are used for multicriteria decision-making (MCDM). However, they are parametric linear and the corresponding weights are additive measures. In this article, we give a novel method for MCDM based on fuzzy covering rough sets by using the nonadditive measure [i.e., fuzzy measure (FM)] and the nonlinear integral [i.e., Choquet integral (ChI)]. First, two nonadditive measures are presented by fuzzy covering lower and upper approximation operators, respectively. Moreover, both of them are FMs which are called <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\beta$</tex-math></inline-formula> -neighborhood approximation measures. Second, two types of ChIs with respect to <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\beta$</tex-math></inline-formula> -neighborhood approximation measures are constructed. A novel method, which considers the association, is presented to solve the problem of MCDM under the fuzzy covering rough set model. Third, a new approach based on <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\beta$</tex-math></inline-formula> -neighborhood approximation measures is proposed for attribute reductions in a fuzzy <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\beta$</tex-math></inline-formula> -covering information table. This approach of attribute reductions is used in MCDM. Finally, both new methods above are compared with other methods through some numerical examples and UCI datasets, respectively.