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This paper proves that a set-valued dynamical system is sensitively dependent on initial conditions (resp., -sensitive, multi-sensitive) if and only if its -fuzzification is sensitively dependent on initial conditions (resp., -sensitive, multi-sensitive), where is a Furstenberg family. As an application, it is shown that there exists a sensitive dynamical system whose -fuzzification does not have such sensitive dependence for any in a certain domain. Moreover, a sufficient condition ensuring that the -fuzzification of every nontrivial dynamical system is not transitive is obtained. These give an answer to a question posed in \cite[J. Kupka, Information Sciences, {\bf 279} (2014): 642–653]{Kupka2014}.

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