The suddenness and severity of natural disasters have attracted the attention of the international community and policy makers，and become the focus of academic research at home and abroad. This paper is based on the index system in the world risk report，constructed the natural disaster risk evaluation index system in line with the objective reality of Henan Province，including 5 second-level indexes and 23 third-level indexes，and establishes the index weight by using the analytic hierarchy process（AHP）and expert scoring method. On this basis，the comprehensive risk index of natural disasters of 18 cities in Henan Province in 2019 is calculated by using the all-risk model of nonlinear model，and the risk status of each city is reflected in the form of comprehensive risk index ranking and risk map. The risk assessment of natural disaster in Henan Province can not only provide scientific and technological support and decision-making basis for disaster prevention and reduction in Henan Province，but also enrich and develop the theories and methods of natural disaster risk assessment.