This study provides a step-by-step account of how fuzzy measures of non-monetary deprivation and also monetary poverty may be constructed at the regional level, based on the Mozambican Household Budget Survey 2008-09 (IOF08). To our knowledge, this is the first attempt to apply Fuzzy Set Theory to poverty measurement in Mozambique. The dataset we used is the most recent budget survey available for Mozambique and it is representative of the national, regional (North, Centre, South), provincial and urban/rural level. In order to construct a Fuzzy Set index of poverty, monetary as well as non-monetary indicators are considered, and two different measures of deprivation are subsequently constructed: the Fuzzy Monetary (FM) and Fuzzy Supplementary (FS).