The innovative concept of Complex Fuzzy Set is introduced. The objective of the this paper to investigate the concept of Complex Fuzzy set in constraint to a traditional Fuzzy set , where the membership function ranges from [0, 1], but in the Complex fuzzy set extended to a unit circle in a complex plane, where the member ship function in the form of complex number. The Compressive study of mathematical operation of Complex Fuzzy set is presented. The basic operation like addition, subtraction, multiplication and division are described here. The Novel idea of this paper to measure the similarity between two fuzzy relations by evaluating δ -equality. Here also we introduce the probabilistic interpretation of the complex fuzzy set where we attempted to clarify the distinction between Fuzzy logic and probability. KEY WORD Complex fuzzy set, Complex fuzzy relation, complement of complex fuzzy relation, δ -equality, probability.