In　this　paper,　we　discuss　complex　convex　quadratically　constrained　optimization　with　uncertain　data.　Using　S-Lemma,　we　show　that　the　robust　counterpart　of　complex　convex　quadratically　constrained　optimization　with　ellipsoidal　or　intersection-of-two-ellipsoids　uncertainty　set　leads　to　a　complex　semidefinite　program.　By　exploring　the　approximate　S-Lemma,　we　give　a　complex　semidefinite　program　which　approximates　the　NP-hard　robust　counterpart　of　complex　convex　quadratic　optimization　with　intersection-of-ellipsoids　uncertainty　set.