Fatigue life and damage assessment is crucial to the durability and reliability performances of engineering components and systems, especially at early design and validation stages. However, durability and reliability assessment of engineering components and systems is difficult due to, partially, the large uncertainties introduced from many sources. How to quantitatively measure the uncertainties is an important task in engineering probabilistic analysis. Recently, based on fatigue failure data, a new procedure has been developed to assess the durability, reliability and uncertainty of components under constant amplitude loadings. An uncertainty measure, which is very similar to those used in computational complexity, classical statistical physics and information theory, has been proposed. In this paper, two new developments are reported: (1) the uncertainty measure is modified in such a way that the uncertainty measure can be normalized, (2) the durability, reliability and uncertainty analysis procedure is extended to system level. Several examples are provided to demonstrate the effectiveness of the new probabilistic life, damage, and uncertainty assessment approach.