Abstract: Based on Weighted Residual method, a new method to analyze the probability density function of dynamic eigenvalue of the stochastic structure is proposed. That is, after the stochastic-vector-function expression of the natural frequency of the stochastic structure is deduced by Weighted Residual method, it can be used to obtain all information pertinent to the probability density function of the natural frequency by applying a series of mathematic operations such as determining integrating range, variable substitution, exchanging integral order, and so on. Finally, the application of this method is illustrated through two examples. A comparison between the results of the examples and those attained by Monte-Carlo method was made as well. It shows that the proposed method is of high accuracy and feasibility.