In order to make scientific decisions on the investment of regional agricultural water-saving irrigation project, considering the investment decisions to be uncertain and multi-objective, and the single subjective or objective weights method to be defective, a decision-making method of optimization of investment for agricultural water-saving irrigation projects based on lattice-order theory and combination weights is proposed. First, the value of combined weights was obtained by constructing the optimization model to optimize the combination of subjective weights and objective weights of the decision indexes. Then an optimal model of investment decision-making for agricultural water-saving irrigation projects was proposed using the lattice-order theory, and the alternatives were sorted and chosen by combining with the concept of weighted Kaufmann distance. At last, the feasibility and effectiveness of the method were illustrated by a computational example.