Many applications of fuzzy sets restrict attention to the convenient metric space (${\cal E}\sp n,D)$ of normal, fuzzy convex sets on the base space ${\bbfR}\sp n$, with D the supremum over the Hausdorff distances between corresponding level sets. We mention in particular the fuzzy random variables of {\it M. L. Puri} and {\it D. A. Ralescu} [Ann. Probab. 13, 1373-1379 (1985;

Zbl 0583.60011)], the fuzzy differential equations of {\it O. Kaleva} [Fuzzy Sets Syst. 24, 301-317 (1987;

Zbl 0646.34019)], the fuzzy dynamical systems of the second author [Fuzzy Sets Syst. 7, 275-296 (1982;

Zbl 0509.54040)] and the chaotic iterations of fuzzy sets of Diamond and Kloeden. In these papers specific results are often obtained for compact subsets of ${\cal E}\sp n$, which raises the question of how to characterize such compact subsets. The purpose of this is to present a convenient characterization of compact subsets of the metric space (${\cal E}\sp n,D)$. Our main result is that a closed subset of ${\cal E}\sp n$ is compact if and only if the support sets are uniformly bounded in ${\bbfR}\sp n$ and the support functions of Puri and Ralescu are equileftcontinuous in the membership grade variable $\alpha$ uniformly on the unit sphere $S\sp{n-1}$ of ${\bbfR}\sp n$. To this end we note that the support functions provides a means of embedding all of the space ${\cal E}\sp n$ in a Banach space, which we exhibit explicitly, not just the subspace ${\cal E}\sp n\sb{Lip}$ of `Lipschitzianâ€™ fuzzy sets considered by Puri and Ralescu.