The water resources vulnerability system reflects the inernal and exteral factors of the vulnerability of water resources. Structural entropy method, which combines qualitative analysis with quantitiative analysis, was used to determine the index weight, and then was combined with fuzzy comprehensive evaluation method to assess the vulnerability of water resources in the upper reaches of the Yellow River. The results showed that the internal water resources vulnerability gradually becomes serious from Heyuan to Hekou Town; because of the differences of socio-economic and water supplies among provinces, the comprehensive evaluation results of water resources vulnerability were different.