In the process of group decision making (GDM), preference relations (e.g. fuzzy preference relation and multiplicative preference relation) are very popular tools to express decision makers' preferences, especially when a set of alternatives (or criteria) are compared. However, most of the existing preference relations don't consider the hesitancy information, which allows the decision makers to provide all the possible values when comparing two alternatives (or criteria), and is a common situation in daily life. In this paper, we first define the concept of hesitant fuzzy preference relation and study its properties, based on which we give an approach to GDM. Motivated by the multiplicative preference relation and the hesitant fuzzy set, we introduce the hesitant multiplicative set and develop a series of hesitant multiplicative aggregation operators. Hesitant multiplicative preference relation is also defined to provide decision makers a very useful tool to express their hesitant preferences over alternatives, and then is applied to GDM. Additionally, an example is given to illustrate our results.