The wireless sensor network (WSN) is mainly composed of a large number of sensor nodes that are equipped with limited energy and resources. Therefore, energy consumption in wireless sensor networks is one of the most challenging problems in practice. On the other hand, data fusion can effectively decrease data redundancy, reduce the amount of data transmission and energy consumption in the network, extend the network life cycle, improve the utilization of bandwidth, and thus overcome the bottleneck on energy and bandwidth consumption. This paper proposes a new data fusion algorithm based on Hesitant Fuzzy Entropy (DFHFE). The new algorithm aims to reduce the collection of repeated data on sensor nodes from the source, and strives to utilize the information provided by redundant data to improve the data reliability. Hesitant fuzzy entropy is exploited to fuse the original data from sensor nodes in the cluster at the sink node to obtain higher quality data and make local decisions on the events of interest. The sink nodes periodically send local decisions to the base station that aggregates the local decisions and makes the final judgment, in which process the burden for the base station to process all the data is significantly released. According to our experiments, the proposed data fusion algorithm greatly improves the robustness, accuracy, and real-time performance of the entire network. The simulation results demonstrate that the new algorithm is more efficient than the state-of-the-art in terms of both energy consumption and real-time performance.