Construction risk of underground shaft for deep shaft process is related to risks of many links such as engineering geological investigation of the site， drilling， installation of outer tube and backfilling gap between the drilling and pipe, and so on. Using analytic hierarchy process and fuzzy evaluation method, construction risk of underground shaft for deep shaft process is expressed as the orderly hierarchical structure in this paper. By identifying risk weight and risk ranking of each construction link, we determine the risk degree of each construction link. The quantitative results of analysis and fuzzy comprehensive evaluation method are combined with so that we develop comprehensive risk assessment and management to construction for underground shaft for deep shaft process.