Dams are very costly structures that are often built in areas prone to seismicity due to geological and geomorphological considerations. To protect such structures against seismic actions, in-depth studies on their vulnerability should be undertaken. This study deals with the seismic vulnerability of a concrete gravity dam. The Oued El Fodda dam on the Oued Chelif River, west Algeria, is considered as a case study. The dam is studied under near- and far-fault ground motions. To derive fragility curves, non-linear time history analyses are performed by using a Latin hypercube sampling numerical simulation procedure. Damage probabilities are determined for each defined limit state. The results show the vulnerability of the dam under high-level seismic motion. A sensitivity analysis was performed to evaluate the influence of uncertain parameters on structural responses. The most important parameters are then identified.