Selecting a rational distributed energy generation (DEG) project portfolio is the key to achieving the strategic objectives of energy enterprises. The complexity associated with the selection of DEG project portfolio comes from uncertainties in decision-making environment, interactions between projects, and necessary alignment with the strategic objectives of enterprises. However, previous researches did not address the three issues simultaneously. To fill such gap, this study establishes a multi-criteria decision-making framework to select the optimal DEG project portfolio(s) under different strategic scenarios, where uncertainty and project interaction are considered. The framework consists of two stages. In the first phase, the weights of criteria are determined by the interval type-2 fuzzy analytic hierarchy process technique, and the strategic alignment indexes of each candidate distributed energy generation project are obtained using the interval type-2 fuzzy weighted averaging operator. In the second stage, considering the strategic interactions, a nonlinear 0-1 programming is formulated while satisfying the budget constraints, and the non-dominated sorting genetic algorithm-II is utilized to obtain the optimal portfolio of DEG projects under different strategic scenarios. The proposed framework is applied in a case study to illustrate its suitability and effectiveness. The results show that the selected portfolios vary with the strategic objectives of enterprises. This research has practical applied value for project managers in project portfolio management.