The article considers the problems of creating a virtual private network in the modern world. A method for finding the optimal solution of a virtual private network based on the method of hierarchy analysis is proposed. The advantages and disadvantages of this method are given. Due to the availability of a wide range of software and hardware, solutions based on five current VPN protocols are considered: PPTP, IPsec, L2TP + IPsec, SSTP, and OpenVPN. Experts involved in the study introduced six criteria for determining the best VPN solution. The following criteria are speed, data encryption, settings, configuration, ports, stability, and customer compatibility. A hierarchy of decision levels for case studies is provided. The assessment of priorities on the basis of expert judgments of specialists on this topic has been performed. The consistency check has been performed to identify possible contradictions. The global priority is determined using the method of eigenvalues, which calculates not only the priorities but also the degree of inconsistency. According to the simulation results, it is emphasized that the choice of VPN protocol is a difficult task. Solving this problem requires market analysis, the definition of comparison criteria, and prioritization. Attention is drawn to the fact that all these components are carried out in conditions where there is no complete information about the system in which these processes occur. In this case, it is necessary to use decision-making methods in conditions of uncertainty. At present, there are a large number of such methods, but in this situation, experts have proposed a method of analysis of hierarchies. Under the above criteria and priorities, according to the results of the calculation, the OpenVPN protocol is the most optimal solution for creating a virtual private network.