The intuitionistic fuzzy set which is characterized by a membership degree and a non-membership degree, is a very powerful and useful tool to cope with fuzziness and uncertainty. Recently, the Pythagorean fuzzy set which is an extension of the intuitionistic fuzzy set has been introduced. In this paper, we focus on multi-attribute decision making with Pythagorean fuzzy information. First of all, considering the Bonferroni mean aggregation operator can take the interrelationship between arguments being fused into account, we introduce some Bonferroni mean-based aggregation operators for fusing Pythagorean fuzzy information. Then, a novel approach to multi-attribute decision making problems is proposed and discussed. Finally, an instance of supply chain management is provided to illustrate the validity of the new approach.