This paper proposes the macro model and micro model for the efficiency evaluation of data warehouses (DWH), and introduces Fuzzy Data Envelopment Analysis (FDEA) and Data Envelopment Analysis (DEA) to comprehensively assess DWH efficiency. FDEA can determine the efficiencies of data warehouses with multiple input / output variables, and also resolve the problem that standard DEA cannot handle with imprecise input / output data. FDEA results present efficiency from different viewpoints: Best-Worst Scenario and Worst-Best Scenario. The final ranking results between FDEA and DEA are similar on the highest efficiency and the lowest efficiency of data warehouses. Compared with DEA, FDEA can distinguish the efficiency difference for some data warehouses.