In the literature of information theory and fuzzy set doctrine, there exist various prominent measures of divergence; each possesses its own merits, demerits, and disciplines of applications. Divergence measure is a tool to compute the discrimination between two objects. Particularly, the idea of divergence measure for fuzzy sets is significant since it has applications in several areas viz., process control, decision making, image segmentation, and pattern recognition. In this paper, some new fuzzy divergence measures, which are generalizations of probabilistic divergence measures are introduced. Next, we review two different generalizations of the following measures. Firstly, directed divergence (Kullback–Leibler or Jeffrey invariant) and secondly, Jensen difference divergence, based on these measures, we develop a class of unified divergence measures for fuzzy sets (FSs). Then, a method based on divergence measure for fuzzy sets (FSs) is proposed to evaluate the multi-criteria decision-making (MCDM) problems under the fuzzy atmosphere. Lastly, an illustrative example of the recycling job selection problem of sustainable planning of the e-waste is presented to demonstrate the reasonableness and usefulness of the developed method.