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Invasive alien species are a major driver of biodiversity loss. Currently, the process of biological invasions is experiencing a constant acceleration, foreshadowing a future increase in the threat posed by invasive alien species to global biodiversity. Therefore, it is necessary to assess the impact risks of invasive alien species and related factors. Here, we constructed a dataset of negative environmental impact events to evaluate the impact risks of alien species. We collected information on 1071 established alien terrestrial vertebrates and then gathered negative environmental impacts for 108 of those species. Generalized linear mixed‐effects model and phylogenetic generalized least‐squares regression model were used to examine the characteristic (including life‐history traits, characteristics related to distribution, and introduction event characteristics) correlates of species’ impact risks at the global scale for 108 established alien terrestrial vertebrates (mammals, birds, reptiles and amphibians). Our results showed that a total of 3158 negative environmental impacts were reported for 108 harmful species across 71 countries worldwide. Factors associated with impact risks varied slightly among taxa, but alien range size, habitat breadth, origin location, and domestication were significantly correlated with impact risks. Our study aims to identify the characteristics of alien species with high‐impact risks to facilitate urgent assessment of alien species and to protect the local ecological environment and biodiversity. [ABSTRACT FROM AUTHOR]