Aiming at the knowledge mining from fuzzy and uncertain information, the definition mode and properties of the fuzzy formal context are discussed in the paper. The method of constructing the fuzzy concept lattice of the fuzzy formal context is proposed, in that the definition of fuzzy product concept is the core: the intents of two concepts are combined to form the intent of the product concept; using the Euclidean distances of the intents as the criterion, the objects whose intents are close to those of the fuzzy product concept form the extent of the fuzzy product concept. An algorithm based on the product concept is developed for the construction of the concept lattice. The comparative experimental results between the method and the methods of support vector machines, the decision tree and the fuzzy rule show the method is effective. The research applied it to the scheme design of hydraulic turbine: the formal contexts of 14 models in the hydraulic turbine are constructed. The fuzzy concepts derived from these formal contexts multiply each other to obtain the fuzzy concepts of hydraulic turbine, which are the useful knowledge for guiding the scheme design of hydraulic turbine.