Process performance can be analyzed by using process capability indices (PCIs), which are summary statistics to depict the process location and dispersion successfully. In some cases, quality characteristic and target are not precise numbers and they are expressed in fuzzy terms, so that the classical capability indices cannot be applied. In this paper we obtain a confidence interval for inertial capability index Cpi (defined by [Pillet, TQM Mag. 16, 202–209 (2004)]) based on fuzzy data and propose a membership function for it.