With respect to multiple attribute decision making (MADM) problems in which the attribute values take the form of hesitant fuzzy elements, the traditional grey relational projection (GRP) method is extended to solve multiple attribute decision making problems under hesitant fuzzy environment. Based on the hesitant fuzzy decision matrix provided by decision makers, all feasible alternatives are ranked according to the descending order of relative grey relational projections, and the most desirable alternative(s) should have the largest grey relational projection on positive ideal solution and the smallest grey relational projection on negative ideal solution. Finally, a numerical example of e-commerce risk assessment is given to illustrate the application of the proposed method.