Selection of the optimum support system for underground openings such as tunnels is a complex process. In this paper, a new approach, based on a combination of the Analytical Hierarchy Process (AHP), the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) and the Preference Ranking Organization Method for Enrichment Evaluations (PROMETHEE), is introduced. For this purpose, the selection process is assumed to be a multi criteria decision-making problem. First, different support systems using FLAC3D numerical code, based on technical, safety and stability parameters of the tunnel are specified. Then, taking economic and performance parameters as the decision criteria, by using the combination of AHP, TOPSIS, and PROMETHEE, the optimum support system is selected. As a real mine case study, this approach is used in the main access entry to the C1 coal seam of Tabas collieries. Results clearly demonstrate that the proposed support system selection method is more advantageous than other alternatives.