Eigenvalues and eigenvectors are widely used in various applications. Particularly, these concepts underlie analysis of consistency of a decision maker’s (DMs) preference knowledge. In real-world problems, DMs knowledge is inherently associated with imprecision and partial reliability. This involves combination of fuzzy and probabilistic information. The concept of a Z-number is a formal construct to describe such kind of information. In this study, we formulate the concepts of Z-number valued eigenvalue and eigenvector for matrices components of which are Z-numbers. A formal statement of the problem and a solution method for computation of Z-number valued eigensolutions are proposed. Numerical examples and an application devoted to foreign market selection problem are provided to show the usefulness of the proposed approach.