By analyzing the index system which influences the natural disaster's insurance risk, a multi-hierarchy index system model can be built and the weight of each index can be ensured by AHP and entropy methods. Natural disaster's insurance risk can be divided into five levels: extremely high, high, medium, low, extremely low. By using the fuzzy math knowledge to evaluate natural disaster's insurance risk, a multi-class fuzzy comprehensive evaluation model on natural disaster's insurance risk can be structured. Finally, use this model to evaluate the natural disaster's insurance risk of some main districts in China, thirty-one provinces, municipalities are included.