There are many uncertainties in power system. It is significant to consider the impact of uncertainties when comparing the importance of lines. The fuzzy set theory was applied and the fuzzy load flow calculation on the basis of line outage which had taken into account the generator output and load uncertainties were deduced. Overload, low voltage, and load shedding were selected as risk indexes. Then combined with the severity functions in the risk theory, the risk assessment models based on fuzzy membership have been put forward. Finally, the results of the three indexes and their comprehensive risk index about IEEE 118-bus system were given, and then the importance of each line in the system was compared, which confirms the value of the approach introduced in this paper.