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This paper studies the degree of state fragility and the influence of climate change on fragility by the building of a state fragility assessment model. Firstly, based on the collected data, we constructed a three-level fragility assessment system. Five comprehensive indexes of the government, safety, society, climate and economy are obtained by PCA (Principal Component Analysis) from 16 representative primary indicators. The weights of five indexes are determined by the Entropy Method. Finally, we got the SFI (State Fragility Index) through the MADM (Multi-Attribute Decision Making) model. Secondly, we selected the Central African Republic and chose the year of 2014 as the sample which had the largest increasing rate to study how the variable of climate change impacted on a state’s fragility. We found that there was a drought increasing its CSI and Economy Fragility Index (EFI) and consequently made the state more fragile. Then we use the TSM (Time Series Method) to predict the fragility index of Central Africa in 2014 without the impact of climate change. The improvements can be seen from the declines in its state fragility (from 1.75 to 1.68) and the results of the CSI and EFI.