For the change of the weight coefficients of various indexes easily leading to the shift of optimum scheme in traditional grey multi-objective decision-making,this paper presents an improved grey multi-objective decision-making,in which the distances between points in the calculation space is use to select proper scheme,it is called as distance principle method.This method expandes the variable space of weight coefficient and improves the accuracy and reliability of gray multi-objective decision-making.In this paper,the distance principle method is applied to an example in mining engineering,and the result has proved that it is a better method for grey multi-objective decision-making.