In this chapter, basic concepts of structural reliability analysis are briefly introduced mainly including the uncertainty, limit state function and distribution function. Uncertainties are fundamental to structural reliability analysis (SRA), which can be divided into natural uncertainties and human uncertainties. Besides, the development and prospects of SRA are also discussed including system reliability, time-variant reliability and machine learning-based reliability analysis. The basic varibles that they are followed by the various distribution function are described based on normal and well-known non-normal probability density functions.