The invention, which belongs to the field of electric power market, relates to a transaction risk assessment method for direct power purchasing by a power-generation-side user under the circumstance that supply and demand sides participate in the market transaction. The method comprises: step one, Markov-based wind power prediction is carried out and state division is carried out on a study variable to obtain a state transfer matrix Pij=Fij=Nij/Ni; step two, an analysis is carried out from the perspective of market transaction, profits of a power plant, profits of grid, and profits of a demandside are analyzed by using the price as a core, and whether the transaction is feasible is analyzed based on expected profits of all sides; and step three, risk assessment at time of contract delivery is put forward on the premise that the power transaction in the step two is feasible. The transaction risk assessment method has the following beneficial effects: the volatility renewable energy power generation is predicted reasonably; with consideration of random volatility of the supply and demand sides, whether the transaction is reached is considered under the condition of two-side large user fluctuation, so that the obtained result is close to the actual situation.