Nowadays, training has become an important means to enhance enterprise competitiveness. The Training Effectiveness Evaluation (TEE) is both an crucial part of the training management and a powerful assurance of effective long-term training activities. This paper applied Fuzzy Comprehensive Evaluation Method (FCEM) to TEE with an actual example, constructing the criterion system based on Analytic Hierarchy Process (AHP) theories, then introducing the fuzzy optimization concept to quantify fuzzy, correlative, attached factors, thereby indicating this method can serve as useful approach.