The invention provides a method for establishing a transmission grid safety risk comprehensive evaluation index system. The method comprises the steps of establishing an index system hierarchical structure which sequentially comprises a target layer, a criterion layer and an index layer; dividing indexes in the target layer into a transmission grid safety risk index and a transmission grid social benefits index; establishing evaluation indexes for the transmission grid safety risk index, which comprise a transmission and distribution equipment risk event index, a transmission grid structural risk index, a transmission power supply risk index and an extreme event risk index; establishing a clean utilization energy index and a continuous power supply social benefits index; establishing evaluation indexes respectively for the transmission and distribution equipment risk index, the transmission grid structural risk index, the transmission power supply risk index and the extreme event risk index, and calculating the transmission grid safety risk index; establishing evaluation indexes respectively for the clean utilization energy index and the continuous power supply social benefits index, and calculating the transmission grid social benefits index; and calculating a transmission grid safety risk comprehensive evaluation index.