An appropriate project delivery system plays an essential role in sustainable construction project management. Due to the complexity of practical problems and the ambiguity of human thinking, selecting an appropriate project delivery system (PDS) is an enormous challenge for owners. This paper aims to develop a PDS selection method to deal with the related-indicators case by combining the advantages of Pythagorean fuzzy sets (PFSs) and Pythagorean fuzzy weighted Muirhead mean (PFWMM) operators. The contributions of this paper are as follows: (1) This study innovatively introduced the PFWMM operator to deal with PDS selection problems for the case of the relevance among all indicators affecting PDSs selection in a complex environment. (2) A new method of solving indicators’ weights was proposed to adapt to the related-indicators PDS selection problem, through investigating the differences between the ideal PDS and the alternative PDS under all indicators. (3) A decision-making framework for PDS selection was constructed by comprehensive use of the advantages of PFSs and the PFWMM operator in dealing with related-indicators PDS decision-making problems. An example of selecting a PDS is exhibited to illustrate the effectiveness and applicability of the proposed method.