A methodology for decision-making in studies involving energy saving by using the Fuzzy Sets Theory is presented. The Fuzzy Sets Theory permits to handle and to operate exact and non-exact propositions, that is, to incorporate both numerical data (exact) and the knowledge of either the expert or the analyst (inexact). The basic concepts of this theory are presented with its main operations and properties. Following, some criteria and technical-economical parameters used in the planning of the generation expansion are shown and, finally, the Theory of the Fuzzy Sets is applied aiming to establish electrical power generation and conservation strategies considering the power demand. (author) 6 refs., 8 tabs.