Multivariate multiscale entropy (mvMSE) has been proposed as a combination of the coarse-graining process and multivariate sample entropy (mvSE) to quantify the irregularity of multivariate signals. However, both the coarse-graining process and mvSE may not be reliable for short signals. Although the coarse-graining process can be replaced with multivariate empirical mode decomposition (MEMD), the relative instability of mvSE for short signals remains a problem. Here, we address this issue by proposing the multivariate fuzzy entropy (mvFE) with a new fuzzy membership function. The results using white Gaussian noise show that the mvFE leads to more reliable and stable results, especially for short signals, in comparison with mvSE. Accordingly, we propose MEMD-enhanced mvFE to quantify the complexity of signals. The characteristics of brain regions influenced by partial epilepsy are investigated by focal and non-focal electroencephalogram (EEG) time series. In this sense, the proposed MEMD-enhanced mvFE and mvSE are employed to discriminate focal EEG signals from non-focal ones. The results demonstrate the MEMD-enhanced mvFE values have a smaller coefficient of variation in comparison with those obtained by the MEMD-enhanced mvSE, even for long signals. The results also show that the MEMD-enhanced mvFE has better performance to quantify focal and non-focal signals compared with multivariate multiscale permutation entropy.