Abstract: As the change of macro-economic structure,coal industry falls into severe difficulty,especially the state-owned coal enterprises are facing with the risks of more complex situations.For comprehensive risk management problems of state-owned coal enterprise, the characteristics of comprehensive risk and the connotation definition are the top issues to make clear.So the paper aims to discuss characters and connotation definition of state coal enterprise comprehensive risk.Based on reviewing the study about coal enterprise risk,the important risk characters of coal enterprise are analyzed by methods of comparison and annotation,which include the aspects of production safety,assets management,enterprise social responsibility and interaction of each other.And then the intensive model of state coal enterprise is recommended,which shows that the local risk from one aspect of the main incentives may interact each other and result in comprehensive risk.