Interval matrix based on AHP is typical security assessment model and wide utilization in all fields. How to generate interval reasonable and confidence interval is scarcely. With the help of expectation and entropy of the backward cloud to construct a certain confidence interval matrix [Ex-3En, Ex+3En], the paper proposed a model of fuzzy comprehensive evaluation matrix with confidence interval. This model has been applied to the authors' design security assessment tools. Application shows that the model is effective generation interval matrix, and can avoid the uncertainty of interval matrix and theoretical proof that interval matrix with the 99.74% confidence.