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The composition of the modern aerospace system becomes more and more complex. The performance degradation of any device in the system may cause it difficult for the whole system to keep normal working states. Therefore, it is essential to evaluate the performance of complex aero-space systems. In this paper, the performance evaluation of complex aerospace systems is regarded as a Multi-Attribute Decision Analysis (MADA) problem. Based on the structure and working principle of the system, a new Evidential Reasoning (ER) based approach with uncertain parame-ters is proposed to construct a nonlinear optimization model to evaluate the system performance. In the model, the interval form is used to express the uncertainty, such as error in testing data and inac-curacy in expert knowledge. In order to analyze the subsystems that have a great impact on the per-formance of the system, the sensitivity analysis of the evaluation result is carried out, and the corresponding maintenance strategy is proposed. For a type of Inertial Measurement Unit (IMU) used in a rocket, the proposed method is employed to evaluate its performance. Then, the parameter sensitivity of the evaluation result is analyzed, and the main factors affecting the per-formance of IMU are obtained. Finally, the comparative study shows the effectiveness of the pro-posed method.