A probabilistic seismic risk analysis method based on fuzzy failure criteria and multidimensional performance limit state is established. Three membership functions are selected，including half-trapezoidal distribution，descending-ridge distribution，and quadratic parabolic distribution. An integral formula for probabilistic seismic risk analysis is established. A RC frame-shear wall structure based on SAP2000 is established. The results show that the annual average transcendental probability based on the quadratic parabolic distribution decreases with the expansion of the membership interval，while the annual average transcendental probability based on the halved trapezoidal distribution and the ridged distribution increases. Under the same membership interval，the annual mean transcendental probability of three membership functions is descending trapezoidal distribution，descending ridge distribution，and quadratic parabolic distribution in a descending order. If the correlation of the performance limit state under different engineering requirement parameters is ignored，the seismic risk probability will be lower.