In this chapter the methodology of risk assessment and decision making in the field of environmental security is analyzed in view of complex novel threats and challenges connected with development of important multiscale tendencies of global climate and environmental changes, globalization, decentralization, and social transformation. To provide a methodological basis for increasing the effectiveness of environmental security management, a number of tasks were analyzed. A nonparametric two-stage method of multi-source data coupling and spatial–temporal regularization is proposed and discussed. Next, an approach to multiscale local and global model integration based on the modified ensemble transform Kalman filtration procedure is proposed. An approach to a risk assessment based on the nonparametric kernel analysis of coherent complex measures of multidimensional multivariate distributions is then proposed. A decision making approach in the field of environmental risks analysis using satellite data and multi-model data is also considered and discussed. A number of important algorithms is described. Finally, the capabilities, limitations, and perspectives of the proposed methods and algorithms are discussed.