Nurse scheduling is a complex scheduling problem and involves generating a schedule for each nurse that consists of shift duties and days off within a short-term planning period. In real world applications, multiple sources of uncertainties are needed to be treated in providing higher quality schedules. This paper presents a seminal research on the application of fuzzy set theory to the nurse scheduling problem (NSP) to treat uncertainties in the target values of the hospital management and nurses' preferences. More specifically, a new multi-objective integer programming model for the NSP is developed. Then, based on this model three fuzzy goal programming models are developed using different fuzzy solution approaches. A real world application is presented to confirm the viability of the proposed models. Also, to provide the decision maker for a more confident solution set for policy decision making, a sensitivity analysis is performed. Additionally, to show the efficiency of the proposed model, it is applied to several problem instances. The paper contributes to the literature by revealing that fuzzy modeling approaches can effectively be used in the NSP in providing schedules which are more personalized and equitable for nurses, and more satisfying for hospital management. (C) 2009 Elsevier B.V. All rights reserved.