Based on the characteristics of the interaction between the influencing factors of the gas explosion, an ANP-SPA risk assessment model is built for the prevention and control of the gas explosion in coal mine using the Analytic Network Process (ANP) and the Set Pair Analysis (SPA). This model can be used to analyze the main influencing factors of the gas explosion from four aspects, including man, machine, environment and management, to build the network structure system of the assessment indexes, to calculate the weights of the indexes based on the Analytic Network Process, and to assess comprehensively the risk of the gas explosion, combined with the theory of the connection entropy in the Set Pair Analysis. A coal mine in the South is taken as an example and its gas explosion risk is assessed. It is shown that the method could find the key risk factors and deal effectively the complex influence relationship among them, and provide an important reference for the coal mine gas accident risk control and management.