Fuzzy sets and fuzzy logic research aims to bridge the gap between the crisp world of math and the real world. Fuzzy set theory was applied to many different areas, from control to databases. Sometimes the number of events in an event-driven system may become very high and unmanageable. Therefore, it is very useful to organize the events into fuzzy event sets also introducing the benefits of the fuzzy set theory. All the events that have occurred in a system can be stored in event histories which contain precious hidden information. In this paper, we propose a method for automated construction of fuzzy event sets out of event histories via data mining techniques. The useful information hidden in the event history is extracted into a matrix called sequential proximity matrix. This matrix shows the proximities of events and it is used for fuzzy rule execution via similarity based event detection and construction of fuzzy event sets. Our application platform is active databases. We describe how fuzzy event sets can be exploited for similarity based event detection and fuzzy rule execution in active database systems.