This paper presents the results of a study on the response of structures with uncertain properties such as mass, stiffness and damping. The effect of the uncertain parameters on the response and the effect of the modelling of the uncertainties on the response are investigated. In particular, two types of uncertainties are distinguished: random and fuzzy uncertainties. Two kinds of models are studied: probabilistic and fuzzy set models. The two approaches to uncertainty modelling are compared with regard to their impacts on the analysis and on the uncertain structural response obtained. The study considers free vibration, forced vibration with deterministic excitation, and forced vibration with Gaussian white noise excitation. It is concluded that, in general, fuzzy models are much easier to implement and the associated analysis easier to perform than their probabilistic counterparts. When the available data on the structural parameters are crude and do not support a rigorous probabilistic model, the fuzzy set approach should be considered in view of its simplicity.