This paper first introduces the concept of risk in China's stock market,basic features and classification; then the risk from the system and non-system risk analysis of China's stock market is facing a major risk; following a detailed analysis of the risks faced by individual investors investing in stocks where the disadvantage,there are information asymmetry Investors psychological immaturity and lack of basic knowledge of investing in stocks and technology; and then describes how to guard against investment risk,and that is the general trend of prospective contractors,selecting stocks,steady operation,to maintain a good attitude; final recommendations,it is necessary to regulate the stock market and establishing sound system and strengthen supervision to ensure the protection of the interests of retail investors.