In order to avoid various problems during drilling associated with the instability of the wellbore walls, mud losses, etc., it is necessary to use the concept of a “safety window” of mud (“mud weight window”). The calculation of mud weight window limits allows justifying the choice of mud density for safe well drilling. However, with all its advantages, it is impossible to accurately determine the boundaries of the “safety window” due to their blurring, which requires the use of appropriate methods based on fuzzy logic and taking into account this type of heterogeneity. This paper proposes an approach based on the application of the main provisions of the theory of fuzzy sets to the choice of mud density on the example of several fields in Azerbaijan, Russia and Kazakhstan. An equation for determining the density is obtained, the identification of that expression is used for some deposits, an estimate is given for the boundaries of the so-called “safety window” based on geomechanical studies.