Electric vehicles (EVs) are recognized as one of the most promising technologies worldwide to address the fossil fuel energy resource crisis and environmental pollution. As the initial work of EV charging station (EVCS) construction, site selection plays a vital role in its whole life cycle, which, however, is a complicated multiple criteria decision making (MCDM) problem involving many conflicting criteria. Therefore, this work aims to propose a novel integrated MCDM approach by a grey decision making trial and evaluation laboratory (DEMATEL) and uncertain linguistic multi-objective optimization by ratio analysis plus full multiplicative form (UL-MULTIMOORA) for determining the most suitable EVCS site in terms of multiple interrelated criteria. Specifically, the grey DEMATEL method is used to determine criteria weights and the UL-MULTIMOORA model is employed to evaluate and select the optimal site. Finally, an empirical example in Shanghai, China, is presented to demonstrate the applicability and effectiveness of the proposed approach. The results show that the proposed approach is a useful, practical, and effective way to find the optimal location of EVCSs.