Under　the　background　of　energy　shortage　and　environmental　protection,　the　sustainable　exploitation　of　new　energy　has　received　great　attention　from　all　around　the　world.　Selecting　the　best　exploitation　block　is　an　important　way　for　ensuring　energy　supply　security　and　the　sustainable　development　of　exploration.　However,　due　to　the　particularities　of　new　energy　sources　and　uncertainties　in　the　exploitation　process,　conventional　methods　cannot　be　adapted　to　make　optimal　exploitation　decisions.　Although　there　have　been　many　scholars　making　progress　to　improve　the　practicality　and　accuracy　of　assessment　methods,　the　uncertain　information　has　not　been　completely　solved.　A　novel　method　based　on　cloud　model　and　grey　relational　analysis　is　proposed　in　this　paper,　integrating　the　fortes　of　cloud　model　for　dealing　with　uncertainty　and　the　merits　of　grey　relational　analysis　for　overcoming　the　errors　caused　by　small　sample　size.　Furthermore,　an　illustrative　example　of　shale　gas　exploitation　block　selection　in　China　is　conducted　to　validate　the　feasibility　and　effectiveness　of　the　proposed　method.　The　newly　proposed　approach　provides　both　sustainable　choices　for　green　exploitation　and　policy　supports　for　governors　to　ensure　the　energy　security　associated　with　the　sustainable　development　of　new　energy　exploration.