Combined heat and power (CHP) or cogeneration can play a strategic role in addressing environmental issues and climate change. CHP systems require less fuel than separate heat and power systems in order to produce the same amount of energy saving primary energy, improving the security of the supply. Because less fuel is combusted, greenhouse gas emissions and other air pollutants are reduced. If we are to consider the CHP system as "sustainable", we must include in its assessment not only energetic performance but also environmental and economic aspects, presenting a multicriteria issue. The purpose of the paper is to apply a fuzzy multicriteria methodology to the assessment of five CHP commercial technologies. Specifically, the combination of the fuzzy Shannon's entropy and the fuzzy Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) approach will be tested for this purpose. Shannon's entropy concept, using interval data such as the α-cut, is a particularly suitable technique for assigning weights to criteria-it does not require a decision-making (DM) to assign a weight to the criteria. To rank the proposed alternatives, a fuzzy TOPSIS method has been applied. It is based on the principle that the chosen alternative should be as close as possible to the positive ideal solution and be as far as possible from the negative ideal solution. The proposed approach provides a useful technical-scientific decision-making tool that can effectively support, in a consistent and transparent way, the assessment of various CHP technologies from a sustainable point of view.