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Abstract: Underground gas storage facilities play a crucial strategic role in ensuring the balance of natural gas supply and demand, addressing seasonal fluctuations, and responding to emergencies. The design of the wellbore structure is key to both construction and operation, directly influencing long-term efficiency and economic benefits. However, since gas storage is typically located in complex geological environments, parameters such as formation pressure, porosity, and fracture pressure exhibit significant spatial variation and uncertainty. Traditional design methods based on deterministic geological data struggle to accurately predict the drilling fluid density window, reducing design precision and reliability. To address this, this paper proposes an optimized design method based on grey geological information and a three-parameter drilling fluid density window. By constructing a model of the three-parameter density window, including upper and lower limits and the centroid, and developing drilling risk evaluation models for overflow, collapse, wellbore loss, and stuck pipe, the method combines procedural approaches with geometric plotting to determine casing levels and depth. Case studies show that this method significantly improves the safety and economy of gas storage wellbore structure design, providing scientific guidance for similar complex gas storage well designs. The drilling risk evaluation model based on three-parameter grey intervals aligns closely with actual risks, validating its reliability and applicability. In practical engineering, a balanced wellbore structure design effectively ensures safety while controlling construction costs. This method offers flexible and reliable references for gas storage well design at different risk levels, holding significant practical value.