We present the results of developing a methodology for scenario analysis of the vulnerability of a complex system. The hierarchy of concepts characterizing the vulnerability of a complex system is considered. A system of formal models that is a general vulnerability model is proposed. Various types of vulnerabilities are identified that can lead to disruption of the intended operation of system elements and/or damage to the structure of system relations. For the simulation model, a mathematical study is presented that permits one to conduct an analysis of detecting a vulnerability of the complex system under study