Skin lesion segmentation is the first and indispensable step of malignant melanoma recognition and diagnosis. At present, most of the existing skin lesions segmentation techniques often used traditional methods like optimum thresholding, etc., and deep learning methods like U-net, etc. However, the edges of skin lesions in malignant melanoma images are gradually changed in color, and this change is nonlinear. The existing methods can not effectively distinguish banded edges between lesion areas and healthy skin areas well. Aiming at the uncertainty and fuzziness of banded edges, the neutrosophic set theory is used in this paper which is better than fuzzy theory to deal with banded edge segmentation. Therefore, we proposed a neutrosophy domain-based segmentation method that contains six steps. Firstly, an image is converted into three channels and the pixel matrix of each channel is obtained. Secondly, the pixel matrixes are converted into Neutrosophic Set domain by using the neutrosophic set conversion method to express the uncertainty and fuzziness of banded edges of malignant melanoma images. Thirdly, a new Neutrosophic Entropy model is proposed to combine the three memberships according to some rules by using the transformations in the neutrosophic space to comprehensively express three memberships and highlight the banded edges of the images. Fourthly, the feature augment method is established by the difference of three components. Fifthly, the dilation is used on the neutrosophic entropy matrixes to fill in the noise region. Finally, the image that is represented by transformed matrix is segmented by the Hierarchical Gaussian Mixture Model clustering method to obtain the banded edge of the image. Qualitative and quantitative experiments are performed on malignant melanoma image dataset to evaluate the performance of the NeDSeM method. Compared with some state-of-the-art methods, our method has achieved good results in terms of performance and accuracy.