Linguistic preference relations are widely used by decision makers to elicit their preferences over alternatives in the Group Decision Making (GDM) process. Recent studies have shown that self-confidence, as an important human psychological behavior, has an important influence on decision-making results. However, multiple self-confidence levels of decision makers are seldom considered in the linguistic preference relation. Meanwhile many real-word decision-making problems are analyzed in a hierarchical structure, in which a complicated problem can be divided into several easier comprehended sub-problems. Hence, this paper aims at designing a linguistic hierarchy model with self-confidence preference relation (LHM-SCPR) to discuss complex GDM problems in a hierarchical structure. In the SC-LPR, each element contains two components, the first one is the preference value between pairs of alternatives, and the second one that is defined on a linguistic term set represents decision maker's self-confidence level associated to the first component. Meanwhile, a nonlinear programming model is proposed to derive individual preference vector from SC-LPR. Then, we apply LHM-SCPR in co-regulation of food safety to present the validity of this method, and find that improving the participation skills regarding co-regulation of food safety is the most pressing task. Finally, detailed comparative analysis and discussion are presented to verify the validity of the proposal.