In this paper, the multi-criteria decision making in which criteria are assumed to be dependent with each other is investigated. Choquet integral is employed to aggregate the criteria evaluations of alternatives to reflect the interactions of the criteria. Objective and subjective information are integrated to derive the interactions of the criteria. The objective information of alternatives is expressed by decision matrix, whereas the subjective information is expressed by utilities or interval preference relations. Models are given to minimize the objective and subjective information. The proposed method can be considered as an extension of the existing methods, and can obtain smaller deviations and better overall evaluations of alternatives.