Abstract: The Nash equilibrium of fuzzy two-person zero-sum game is investigated by the Choquet integral. g_λ-measure is introduced to describe the importance of any goals subset. A kind of aggregated game matrix of the fuzzy two-person zero-sum game with multi-goals was constructed based on the Choquet integral with respect to the g_λ-measure. It certifies the conclusion that the Nash equilibrium of the aggregated game matrix was also that of each fuzzy two-person zero-sum game with a single goal.