Natural Gas Hydrate (NGH) is a high combustion efficiency clean energy and its reserve is twice as that of natural gas and petroleum, so NGH is the potential resource which could overcome the increasing energy assumption. One of the essential aspects during the exploitation of NGH is to avoid risk, and here in this work, we summarized the relevant management experience to study the critical safety risk in the exploitation of natural gas hydrate. The problems that must be resolved during NGH exploitation were identified through the research on the comparison of the characteristics of conventional gas hydrate mining methods and potential drilling engineering risks and stratum damages in the processes of exploitation. Combined with typical case analysis of gas hydrate mining, it is concluded that the key for safe NGH exploitation is the changes of stratum stress caused by hydrate decomposition; and all safety management experiences should be based on steady drilling and reasonable exploitation to prevent environment, equipment, persons and other aspects damages from layering and stress changes.