Based on the theory of risk analysis and the nearest 50 years practical unit yield and meteorological data of North China winter wheat region, this paper discussed the assessment of winter wheat yield loss risk and its classification. The mean yield reduction rate of past years, variation coefficient of yield reduction rate in disaster years, different yield reduction rate and its occurrence probability, and disasters-resistance index were selected as the risk assessment indices, and the assessment showed that the distribution of these indices in the region had evident regional differentiation and certain continuity. The model of integrated risk index of North China winter wheat yield loss was established on the basis of the assessment, and the classification index of the risk was put forward. According to the classification result, North China winter wheat region was divided into three risk types, i.e., high risk type mainly including the Loess Plateau areas of Shanxi and Shaanxi Provinces and the parts of North China Plain, medium risk type including the northeastern part of North China Plain, south Henan Province and Taihang Moutain region, and low risk type including most parts of North China Plain and the central Shanxi plain.