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The objective of this paper is to present a novel method for risk analysis of high-voltage transmission line de-icing which is needed for reliable for a power supply system under severe ice-storm weather. The approach is based on rough set and fuzzy set theories. Rough sets are used to describe the nondeterministic relationships among different sets and derive underlying rules based on information decision table. Risk is assessed by using the Choquet integral, a fuzzy measure to represent the global evaluation of different risk-related sources. Examples are given through step by step demonstration of the approach with focuses on risk sources analysis, information granule and rules derivation. Comparison of the results is made between the proposed method and a standard risk analysis method.