With the increasing human-dominated seascape, maritime exploitation like fishery and marine renewable energy (MRE) is soaring in both abundance and intensity, which brings forward the ocean zoning problem to balance conservation, fishery, and MRE. What complicates the ocean zoning problem is the ambiguity of values (conservation, fishery, and MRE) and opportunity cost due to the scarce data and the complexity of the eco-economy system. To address the ocean zoning problem with ambiguity, we characterize these ambiguous values/cost as ambiguity sets containing all possible distributions from the robust optimization perspective and formulate the values of conservation, fishery, and MRE as three objectives in the setting of risk-averse decision-makers. Furthermore, we adopt the co-location strategy of fishery and MRE as constraints and assign a higher priority to the conservation objective. After deriving and solving an ambiguous multi-objective risk-averse ocean zoning model, we perform the model analysis of the conflict, ambiguity, and Pareto optimality. A case study of the Huanghai sea under the jurisdiction of the West Coast of Qingdao justifies several significant insights. First, the MRE is fully willing to co-locate with the fishery under the pressure of economy and ocean use intensity. Second, the robust strategies incorporating the decision-dependent expectation and lower covariance can ensure the objectivity and rationality of ocean zoning for conservation, fishery, and MRE. Third, the risk-averse degree from ambiguous value plays a pivotal role in the fulfillment of aspiration levels and the zoning strategies. Overall, our method can improve the space allocation performance and provide a coordinated-development strategy for conservation and development.