In this paper, we present a fuzzy multi-objective model for power generation expansion planning problem with uncertainty in objective functions and demand balance constraints. The purpose of the fuzzy generation expansion model is to determine the optimal generation amount in existing and new generation units and the optimal transmission network, given that decision maker may tolerate some violation in constraints and objective functions. A fuzzy linear programming approach is utilised to transform the multiobjective fuzzy generation expansion model into a linear program. To illustrate the proposed model, a Mexican electric power system case is studied. A comprehensive sensitivity analysis on the impact of different objective functions, environmental impact of different fuel types and changes in demand is done to illustrate the capability of the proposed model.