The history of integration stretches back to the nineteenth century BC where first attempts to determine areas and volumes appeared. Reflecting the genuine properties of the related objects, the classical integral theory is based on the‐additivity of the measure. Coming from the statistical mechanics and the potential theory, Gustave Choquet has introduced in 1953 an integral which was based on the capacity (nonadditive in general), rather than on the (‐additive), measure. The Choquet integral provides a powerful tool, especially in the decision theory, where it is able to model interaction between the criteria, which is not possible in the additive approach. In this chapter, we discuss the concept of the Choquet integral. We recall the history and basic properties of the Choquet integral and show several distinct approaches in the perception of the Choquet integral. Recent developments of the theory of the Choquet integral, especially of its discrete form, are also mentioned.