Based on the idea of risk evaluation, the existing lightning damage risk assessment methods are reviewed and summarized in this paper. And the power grid lightning damage risk assessment system is established on the basis of lightning flashover risk evaluation methodology for transmission lines, and adopts the improved Analytic Hierarchy Process as the core algorithm. It can comprehensively evaluate the risk for transmission lines of regional grid, various sections of a line and each tower of the section, considering much more impact factors, including the running time of line, importance of grades, equipment damage, and the success rate of lightning stroke reclosing and so on. According to the calculation results of the risk assessment of the analytic hierarchy process and lightning flashover risk evaluation, the principles and methods of grade classification for power grid lightning damage risk map are studied, and give typical examples in the paper. It can describe the lightning withstanding ability much more scientifically and provide important references for the manage department of power system.