Perturbation theory for the coupled set of nonlinear equations of hydrodynamics describing inertially confined pellet fusion systems is developed based on a physical model similar to that embodied in the laser fusion code MEDUSA. Toward this end, a set of hydrodynamic adjoint equations and importance functions are defined. The perturbation theory presented can be an efficient tool for estimating the effects of many different alterations in the data field and design variables on a system performance parameter. Applications of this perturbation theory to sensitivity and uncertainty analysis of pellet fusion systems are discussed.