Cross-modal retrieval aims to match related samples across distinct modalities, facilitating the retrieval and discovery of heterogeneous information. Although existing methods show promising performance, most are deterministic models and are unable to capture the uncertainty inherent in the retrieval outputs, leading to potentially unreliable results. To address this issue, we propose a novel framework called FUzzy Multimodal lEarning (FUME), which is able to self-estimate epistemic uncertainty, thereby embracing trusted cross-modal retrieval. Specifically, our FUME leverages the Fuzzy Set Theory to view the outputs of the classification network as a set of membership degrees and quantify category credibility by incorporating both possibility and necessity measures. However, directly optimizing the category credibility could mislead the model by over-optimizing the necessity for unmatched categories. To overcome this challenge, we present a novel fuzzy multimodal learning strategy, which utilizes label information to guide necessity optimization in the right direction, thereby indirectly optimizing category credibility and achieving accurate decision uncertainty quantification. Furthermore, we design an uncertainty merging scheme that accounts for decision uncertainties, thus further refining uncertainty estimates and boosting the trustworthiness of retrieval results. Extensive experiments on five benchmark datasets demonstrate that FUME remarkably improves both retrieval performance and reliability, offering a prospective solution for cross-modal retrieval in high-stakes applications. The code will be made available upon acceptance of the paper.