The writer in this paper, on the foundation of interval and fuzzy (value) function, interval and fuzzy (value) functional variation, puts forward a concept on convex interval and convex fuzzy (value) function with functional, gives the definition of a convex function and convex functional about an interval, a common function at fuzzy points, a fuzzy-valued function at common points and a fuzzy-valued function at fuzzy points, and judges their convexity condition. This lays a foundation on the application of fuzzy optimal theories and fuzzy variation methods at physical and approximate calculation.