Identifying market opportunities is critical to the survival and development of an enterprise. On the basis of analyzing some key factors that should be considered in identifying market opportunities, this paper establishes a set of index system applied to identifying market opportunities, and shows the values of the index and the selector's subjective preference value in the form of triangular fuzzy numbers, furthermore, by using fuzzy multi-attribute decision making method based on expected value, studies how to identify market opportunities; and discusses the identifying issue for market opportunities under two status: one is the entirely unknown index weights information; the other is partly unknown one.