Based on the analysis of five factors affecting energy risks, including supply and demand, economy, environment, transport, and disaster, this chapter establishes the prior-warning index system of the energy risk by covering 3 sub-systems and 37 indexes. The three sub-systems are the coal sub-system, the petroleum and natural gas sub-system, and the integrated factors sub-system. Fuzzy synthesis evaluation was applied to confirm the internal estimated index weight of the sub-systems. Moreover, the risk prior-warning model of the energy sub-systems was established by the method. The weights of the three sub-systems were determined through the concept of entropy weight, and the prior-warning indexes of energy risk were applied to evaluate the total energy security of the three sub-systems. Finally, the prior-warning model of energy risk in China was established. The entire situation of energy safety of China was summarized via empirical analysis.