In this paper, we focus on multiobjective linear programming problems with fuzzy parameters and introduce a new solution concept by assuming that the decision maker may have fuzzy goals for each of the objective functions with fuzzy parameters. By introducing the decision maker’s satisficing level for each of the objective functions via the concept of possibility and necessity, we define a new solution concept for multiobjective linear programming problems with fuzzy parameters. Furthermore, we propose an interactive decision making method to derive the satisficing solution of the decision maker from among the proposed solution set. Then the proposed method is illustrated by a numerical example.