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In the future, Enhanced Geothermal System (EGS) power generation will be a hot spot for new energy investment development. How to optimize the EGS power generation investment program is an important issue to be solved by the government and enterprises. In order to improve the accuracy of the EGS investment project evaluation, this paper proposes a technical route to optimize the EGS power generation investment program. It comprehensively considers the ambiguity of the decision attributes and the conflict between the indicators. The index is calculated using the entropy method and the order relationship method. Comprehensive weights; using triangular fuzzy numbers instead of exact numbers to reduce the loss of decision information; using a multi-criteria compromised sorting method to obtain trade-off solutions to solve the problem that investment plans cannot be accepted by all decision makers when there are multiple conflicting indicators. Finally, taking an enterprise’s EGS power generation project as an example, the effectiveness and rationality of the optimized technology route for the EGS power generation investment program are verified.