In spite of the popularity of the Multi-objective Evolutionary Algorithm based on Decomposition (MOEA/D), its use in Constrained Multi-objective Optimization Problems (CMOPs) has not been fully explored. In the last few years, there have been a few proposals to extend MOEA/D to the solution of CMOPs. However, most of these proposals have adopted selection mechanisms based on penalty functions. In this paper, we present a novel selection mechanism based on the well-known epsilon-constraint method. The proposed approach uses information related to the neighborhood adopted in MOEA/D in order to obtain solutions which minimize the objective functions within the allowed feasible region. Our preliminary results indicate that our approach is highly competitive with respect to a state-of-the-art MOEA which solves in an efficient way the constrained test problems adopted in our comparative study.