Sodium fire is a typical and distinctive hazard in sodium cooled fast reactors, which is significant for nuclear safety. In this paper, a method of sodium fire vulnerability assessment based on the Monte-Carlo principle was introduced, which could be used to calculate the probabilities of every failure mode in sodium fire scenarios. After that, the sodium fire scenario vulnerability assessment of primary cold trap room of China Experimental Fast Reactor was performed to illustrate the feasibility of the methodology. The calculation result of the example shows that the conditional failure probability of key cable is 23.6% in the sodium fire scenario which is caused by continuous sodium leakage because of the isolation device failure, but the wall temperature, the room pressure and the aerosol discharge mass are all lower than the safety limits.