The stochastic finite element method(SFEM) based structural optimal design is presented. Random system response including uncertainties for the design variable is calculated with first order perturbation method. A method for calculating the sensitivity coefficients is developed using the equilibrium equation and first-order perturbed equation. Numerical results are presented for a truss, frame and plate structures with displacement and stress constraints. The sensitivity calculation proposed here is compared with finite difference method. A nonlinear programming technique is used to solve the problem. The procedure is easily incorporated with existing deterministic structural optimization.