In this paper, a decomposition theorem for a (square integrable) fuzzy random variable FRV is proposed. The paper is mainly divided in two parts. In the first part, for any FRV X, we define the Hukuhara set as the family of (deterministic) fuzzy sets C for which the Hukuhara difference X ⊖H C exists almost surely; in particular, we prove that such a family is a closed (with respect to different...