The outage of power system equipment is one of the most important factors that affect the reliability and economy of power system. It is crucial to consider the influence of contingencies elaborately in planning problem. In this paper, a distributionally robust transmission expansion planning model is proposed in which the uncertainty of contingency probability is considered. The uncertainty of contingency probability is described by uncertainty interval based on the outage rate of single equipment. An epigraph reformulation and Benders decomposition are applied to solve the proposed model. Finally, the feasibility and effectiveness of the proposed model are illustrated on the IEEE RTS system and the IEEE 118-bus system.