The future returns of each securities cannot be correctly reflected by the data in the past, there for the expert's judgement and experience should be considered to estimate the security returns in the future. In this paper, we study mean-semi absolute deviation portfolio selection problem when both the expected return and semi absolute deviation of each underlying asset and vary in estimated intervals. By using the two-phase approach, we solve this problem and get the optimal solution. Finally, an example is given to illustrate our results.