Interval neutrosophic sets are the generalization of interval-valued intuitionistic fuzzy sets by considering the indeterminacy membership. A new multiple attribute decision-making method based on the interval neutrosophic sets and linear assignment has been developed, in which correlation of information has been considered by using the Choquet integral. We first develop the generalized interval neutrosophic fuzzy correlated averaging operator. Then, we generalize linear assignment method to accommodate the interval neutrosophic sets based on the Choquet integral. Finally, we apply it to solve the problem of selecting invest company to illustrate feasibility and practical advantages of the new algorithm in decision making. The comparison of new method with some other methods has been conducted.