Abstract: A method using fuzzy-set theory to characterize the expanded uncertainty of the rolling bearing noise is proposed. The method pertaining to the category of non-statistical theory permits the expanded uncertainty being estimated directly under the conditions that the number of the measurement of rolling bearings is small and the probability distribution unknown without calculating the standard deviation and the coverage factor. The expected value and its distribution interval of the noises of volume-production bearings can be estimated by few data measured. The experimental research on the 6201 bearing shows the error of estimation using the method proposed is smaller than the error of estimation using traditional statistics.