This paper first introduces several unbiased distances to measure the similarity between image pixels and between image patches. Based on these unbiased distances, we propose a new non-local means denoising method, named Unbiased Distance based Non-local Fuzzy Means (UDNLFM). UDNLFM considers the weight as a fuzzy variable and updates its value in each denoising iteration. Experiments and comparisons demonstrate that UDNLFM outperforms state-of-the-art non-local means methods for image denoising.