This paper presents a strategy to solve the fuzzy coalition formulation problem, which is a difficult topic in multi-agent system (MAS). Based on the grey relational theory, a grey relational grade sequence has been firstly established to describe the relationship between agent capability and task requirement. Then a strategy for fuzzy coalition formation, which combines a stimulation mechanism with some constraint conditions, is proposed on the basis of the grey relational grade sequence. Compared with existing research results, the proposed strategy is more rational and effective.