The decision-making of retaining schemes of foundation pit is a complex and uncertainty problem since it involves the fuzziness and uncertainty of influenced factors and the risk attitude of decision makers. A novel coupling model using cumulative prospect theory and the connection number is introduced here to determinate the optimal scheme for the foundation pit supporting system. In the model, the positive and negative ideal schemes are first specified from the original and normalized information. And then the set pair analyses are carried out to analyze certainty and uncertainty relationships between proposed schemes and the positive and negative ideal schemes. A prospect value function and a comprehensive decision-making model are described to specify the weight sectors and the optimal scheme. The results from the case study and comparison with other methods show that the proposed model used to select the foundation pit support schemes is effective and feasible. It also enables us to analyze the certainty and uncertainty relationships between proposed schemes and the positive and negative ideal schemes, and transformation trend from a uniform way and avoid the irrationality during the decision-making process.