As the generalization of the classical fuzzy number, the concept of Z-number introduced by Zadeh indicates more ability to depict the human knowledge and judgments of both restraint and reliability as an order pair of fuzzy numbers. In indeterminacy and inconsistent environment, a neutrosophic set is described by the truth, falsity, and indeterminacy degrees, but they lack measures related to reliability. To describe the hybrid information of combining the truth, falsity and indeterminacy degrees with their corresponding reliability degrees, this paper first proposes the concept of a neutrosophic Z-number (NZN) set, which is a new framework of neutrosophic values combined with the neutrosophic measures of reliability, as the generalization of the Z-number and the neutrosophic set. Then, we define the operations of neutrosophic Z-numbers (NZNs) and a score function for ranking NZNs. Next, we present NZN weighted arithmetic averaging (NZNWAA) and NZN weighted geometric averaging (NZNWGA) operators to aggregate NZN information and investigate their properties. Regarding the NZNWAA and NZNWGA operators and the score function, a multicriteria decision making (MDM) approach is developed in the NZN environment. Finally, an illustrative example about the selection problem of business partners is given to demonstrate the applicability and effectiveness of the developed MDM approach in NZN setting.