Assessing and preventing national risks along the Belt and Road are of great importance to the realization of the “Five Connectivity” goal and “Go Global” strategy. China had signed cooperation documents with more than 120 countries and 29 international organizations on jointly constructing the Belt and Road by March 2019. However, most regions along the Belt and Road are developing countries and emerging economies, with immature market economic system and relatively backward infrastructure. Some countries are suffering from a lack of stable political situation, high governance efficiency, complete legal systems and ideal trade patterns. Moreover, religious and refugee issues in some of these countries are prominent, which pose many potential risks to foreign investment, business exchanges, outbound tourism, cultural and scientific exchanges, etc. In this study, by choosing 18 indicators from the dimensions of politics, economy and society, an evaluation system was established to rank the overall risk of 74 countries along the Belt and Road. We analyzed the spatial-temporal evolution of different risks during 2001-2016 by Moran's I and hotspot analysis, and put forward suggestions for risk prevention and control. The results demonstrate that: (1) From 2001 to 2016, the overall risk of 74 countries along the Belt and Road shows a downward trend, of which the change to political risk is relatively small, economic risk experienced a fluctuation of "down-up-down-up", and social risk generally shows a downward trend. The overall risks are very volatile in some countries particularly in West Asia, Europe and Southeast Asia; (2) The political, economic and social risks of 74 countries along the Belt and Road show significant spatial agglomeration and regional differences during 2001-2016. The countries with high risk levels are mainly distributed in North Africa, Central Asia, West Asia, South Asia and Southeast Asia; (3) The political, economic and social risk subsystems are significantly correlated with each other, and countries with high political risk are often accompanied by high economic and social risks; and (4) There is an "investment paradox" in some countries, namely, large amount of investment and high risk level coexist in the Belt and Road region. As such, the governments and enterprises should make joint efforts to establish dynamic rating and early warning mechanism to prevent and control risks. We should better align our policies with existing regional strategies such as the Eurasian Economic Union, the Bright Road of Kazakhstan, and the Mongolian Grassland Road, establish the mechanism of offshore financial risk control, participate more actively in the formulation and application of international and regional rules, and pay more attention to corporate social responsibility. By doing so, we will gradually achieve a Belt and Road community with shared interests, shared responsibilities and shared future.