Fuzzy reliability analysis is of great importance for structural engineering such as arch dams, large concrete dams etc. In this paper, an improved method of fuzzy reliability analysis on deep sliding surface in rock foundation under dam is established. Firstly, this paper discussed how to determine the probability density function of structure. Secondly, according to the knowledge of fuzzy mathematics and probabilistic reasoning model, this paper explained the membership functions should be subject to interval estimation of probability, and established the optimization model. Thus, the membership function can be obtained. Thirdly, the fuzzy reliability of deep sliding surface in rock foundation under dam can be obtained based on the membership function. This method is verified by a numerical example, which proved that the method is feasible and available. Compared with other conventional algorithm, this method has some advantages such as the membership function from sample point is more realistic etc.