A complex spherical fuzzy set (CSFS) is a generalization of the spherical fuzzy set (SFS) to express the two-dimensional ambiguous information in which the range of positive, neutral and negative degrees occurs in the complex plane with the unit disk. Considering the vital importance of the concept of CSFSs which is gaining massive attention in the research area of two-dimensional uncertain information, we aim to establish a novel methodology for multi-criteria group decision-making (MCGDM). This methodology allows us to calculate both the weights of the decision-makers (DMs) and the weights of the criteria objectively. For this goal, we first introduce a new entropy measure function that measures the fuzziness degree associated with a CSFS to compute the unknown criteria weights in this methodology. Then, we present an innovative Complex Proportional Assessment (COPRAS) method based on the proposed entropy measure in the complex spherical fuzzy environment. Besides, we solve a strategic supplier selection problem which is very important to maximize the efficiency of the trading companies. Finally, we present some comparative analyses with some existing methods in different set theories, including the entropy measures, to show the feasibility and usefulness of the proposed method in the decision-making process.