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The purpose of this paper is to propose a new Pythagorean fuzzy entropy for Pythagorean fuzzy sets, which is a continuation of the Pythagorean fuzzy entropy of intuitionistic sets. The Pythagorean fuzzy set continues the intuitionistic fuzzy set with the additional advantage that it is well equipped to overcome its imperfections. Its entropy determines the quantity of information in the Pythagorean fuzzy set. Thus, the proposed entropy provides a new flexible tool that is particularly useful in complex multi-criteria problems where uncertain data and inaccurate information are considered. The performance of the introduced method is illustrated in a real-life case study, including a multi-criteria company selection problem. In this example, we provide a numerical illustration to distinguish the entropy measure proposed from some existing entropies used for Pythagorean fuzzy sets and intuitionistic fuzzy sets. Statistical illustrations show that the proposed entropy measures are reliable for demonstrating the degree of fuzziness of both Pythagorean fuzzy set (PFS) and intuitionistic fuzzy sets (IFS). In addition, a multi-criteria decision-making method complex proportional assessment (COPRAS) was also proposed with weights calculated based on the proposed new entropy measure. Finally, to validate the reliability of the results obtained using the proposed entropy, a comparative analysis was performed with a set of carefully selected reference methods containing other generally used entropy measurement methods. The illustrated numerical example proves that the calculation results of the proposed new method are similar to those of several other up-to-date methods. [ABSTRACT FROM AUTHOR]