With respect to multiscenario hybrid risk decision making problems, a risk decision making method based on utility risk entropy is proposed considering decision makers’ aspiration and psychological behavior. Firstly, the structure paradigms of decision information of the problem are summarized. Then, the value function of prospect theory is applied to obtain the “profit and loss value” by comparing the attribute values with the decision makers’ aspirations concerning attributes and to integrate utility value of each scenarios. Further, considering the two factors’ effect of scenario utility and occurrence probability and defining the utility risk factor and utility risk function, the overall utility risk of the schemes is calculated based on utilityrisk entropy. Finally, examples are given to verify the reasonability and effectiveness of the method.