Recently, safe diagnosability of discrete event systems (DESs) was investigated by Paoli and Lafortune, which was viewed as the first necessary step of fault-tolerant supervision. Irk this paper, we consider the problem of safe diagnosability in the framework of stochastic discrete event systems (SDESs). We define the notion of safe diagnosability for stochastic automata, in which fault detection occurs before any given forbidden string in the failed mode of system is executed. The relationship between diagnosability and safe diagnosability for SDESs is analyzed. In particular, a necessary and sufficient condition for safe diagnosability of SDESs is presented by constructing the recognizer of illegal language and the safe diagnoser. Some examples are described to illustrate the results.