In this chapter a review of existing methods to learn fuzzy decision rules is done. Two kinds of learning methods exist. The first kind deals with the determination of the structure of the fuzzy decision rules. Fuzzy propositions (Vk is Ak) have to be chosen to compose premises and conclusions of such rules. The second kind of method is concerned with the tuning of the membership functions associated with the fuzzy propositions that appear in premises and conclusions of a given set of fuzzy decision rules.