In the current electricity market environment, various actions of power customers will directly or indirectly lead to the emergence of these risks. Electricity enterprises attach great importance to the risk of power customers. In China, only electricity generation side is deregulated and opened now. In this paper, risk environment and risk factors facing by electricity retail enterprises are analyzed, and the role played by power customers in these risk factors is discussed. Power customers risk type and risk indicators are also summarized in this paper. A risk evaluation model of customer risk is established based on the AHP (Analytic Hierarchy Process) which uses the entropy method, and the risk analysis and risk avoidance measure which uses the technology of data mining are discussed. In the end, the validity and applicability of the risk indicators and evaluation model are validated using the practice data of electricity enterprise.