Classification of malicious software, especially in a very large dataset, is a challenging task for machine intelligence. Malware can have highly diversified features, each of which has highly heterogeneous distributions. These factors increase the difficulties for traditional data analytic approaches to deal with them. Although deep learning-based methods have reported good classification performance, the deep models usually lack interpretability and are fragile under adversarial attacks. To solve these problems, fuzzy systems have become a competitive candidate in malware analysis. In this paper, a new fuzzy-based approach is proposed for malware classification. We focused on portable executable files in the Windows platform and analyzed the distributions of static features and content-oriented features. Fuzzification was used to reduce the ubiquitous impact of noise and outliers in a very large dataset. Finally, a novel boosted classifier consisted of fuzzy decision trees and support vector machine is proposed to perform the malware classification. By using fuzzy decision trees, the inner structure of the classifier can be readily interpreted as discriminative rules, while the novel boosting strategy provides state-of-the-art classification performance. Extensive experimental results showed that our method significantly outperformed several state-of-the-art classifiers.