The actual coronavirus disease 2019 (COVID-19) pandemic has led to the limit of emergency systems worldwide, leading to the collapse of health systems, police, first responders, as well as other areas. Various ways of dealing with this world crisis have been proposed from many aspects, with fuzzy multi-criteria decision analysis being a method that can be applied to a wide range of emergency systems and professional groups, aiming to confront several associated issues and challenges. The purpose of this critical review was to discuss the basic principles, present current applications during the first pandemic wave, and propose future implications of this methodology. For this purpose, both primary sources, such as scientific articles, and secondary ones, such as bibliographic indexes, web pages, and databases, were used. The main search engines were PubMed, SciELO, and Google Scholar. The method was a systematic literature review of the available literature regarding the performance of the fuzzy multi-criteria decision analysis of emergency systems in the COVID-19 pandemic. The results of this study highlight the importance of the fuzzy multi-criteria decision analysis method as a beneficial tool for healthcare workers and first responders’ emergency professionals to face this pandemic as well as to manage the created uncertainty and its related risks.