In this article, an outer measure is constructed on a pseudo-ordered set (X, %) and then it will be shown that it is in fact a measure defined on the whole power set of X. Applying this, a measurable utility function θ,is defined which represents the relation % on X. Also, we discuss the continuity and upper semi-continuity of θ,in certain points of X. Finally, the results are used to improve some of the theorems in economics.