A fuzzy overlapping community is an important kind of overlapping community in which each node belongs to each community to different extents. It exists in many real networks but how to identify a fuzzy overlapping community is still a challenging task. In this work, the concept of local random walk and a new distance metric are introduced. Based on the new distance measurement, the dissimilarity index between each node of a network is calculated firstly. Then in order to keep the original node distance as much as possible, the network structure is mapped into low-dimensional space by the multidimensional scaling (MDS). Finally, the fuzzy c-means clustering is employed to find fuzzy communities in a network. The experimental results show that the proposed algorithm is effective and efficient to identify the fuzzy overlapping communities in both artificial networks and real-world networks.