As a generalization of the intuitionistic fuzzy sets (IFSs), complex IFSs (CIFSs) is a powerful and worthy tool to realize the imprecise information by using complex-valued membership degrees with an extra term, named as phase term. Divergence measure is a valuable tool to determine the degree of discrimination between the two sets. Driven by these fundamental characteristics, it is fascinating to manifest some divergence measures to the CIFSs. In this paper, we explain a method to solve the multi-criteria decision-making (MCDM) problem under CIFS environment. For it, firstly, the divergence measures are introduced between two CIFSs and examined their several properties and relations. Secondly, a novel algorithm is given based on the proposed measures to solve the problems in which weights corresponding to criteria are resolved using maximizing deviation method. Thirdly, a reasonable example is provided to verify the developed approach and to exhibit its practicality and utility with a comparative analysis to show its more manageable and adaptable nature.