The invention discloses a monthly scheduling method considering energy-saving risk assessment. The method comprises steps as follows: referring to the conception of semi-absolute deviation risk in economics, an energy-saving scheduling energy-saving risk assessment index is established; the established index is applied to an established monthly scheduling model, and a stochastic programming monthly scheduling model considering the energy-saving risk assessment is formed; a target relative dominant genetic algorithm and a genetic algorithm embedded with a Monte-Carlo stochastic simulation technology are adopted for solving, and an optimal solution is obtained. According to the energy-saving scheduling energy-saving risk assessment index, the effective assessment of the energy-saving risk is realized, and the nature of the energy-saving risk is reflected; and with the adoption of the monthly scheduling model considering the energy-saving risk assessment, energy-saving risk information is provided for a scheduling structure, and effective management for the energy-saving risk is realized.