In this paper the vulnerability of the confined masonry buildings is evaluated analytically. The proposed approach includes the nonlinear dynamic analysis of the two-story confined masonry buildings with common plan as a reference structure. In this approach the damage level is calculated based on the probability of exceedance of loss vs a specified ground motion in the form of fragility curves. The fragility curves of confined masonry wall buildings are presented in two levels of limit states corresponding to elastic and maximum strength versus PGA based on analytical method. In this regard the randomness of parameters indicating the characteristics of the building structure as well as ground motion is considered as likely uncertainties. In order to develop the analytical fragility curves the proposed analytical models of confined masonry walls in a previous investigation of the authors, are used to specify the damage indices and responses of the structure. In order to obtain damage indices a series of pushover analyses are performed, and to identify the seismic demand a series of nonlinear dynamic analysis are conducted. Finally by considering various mechanical and geometric parameters of masonry walls and numerous accelerograms, the fragility curves with assuming a log normal distribution of data are derived based on capacity and demand of building structures in a probabilistic approach.