Data communication service has an important influence on e-commerce. The key challenge for the users is, ultimately, to select a suitable service provider. It is a multi-criteria decision-making (MCDM) problem where the user must weigh up the relative importance of factors such as costs and quality of service (QoS). Meanwhile, we know that in the real life situation, much of the input information is uncertain. Thus, the problem of provider selection becomes very complex in a real-life environment. In this paper, we combine these features to construct a new fuzzy multi-objective optimization model for solving the provider selection problem, considering non-linear objective membership function, multi-class services, price breaks, different QoS levels and penalty definition in different tasks. Finally, a numerical example is presented to illustrate the proposed method. The results show that this method is an effective method for solving the provider selection problem in data communication services.