With the increasing loans issued to the small and medium-sized enterprises, commercial banks pay more attention to control credit risk. Compared with qualitative analysis,quantitative analysis is of great benefit for commercial banks to build a system of risk management. Fuzzy Analytic Hierarchy Process (FAHP) will combine qualitative analysis with quantitative analysis. FAHP ensures the weights scientific and reasonable. The result of quantizing credit risks make clear that commercial banks should focus on the personal evaluation of business owners and the enterprise operation environment involving in SMEs, which is different from the large and medium-size enterprises