Comprehensive ecological risk (CER) assessment under the interference of climate change and human activities is essential for the high-quality utilization of resources and the sustainable development of ecosystems. In this study, a CER assessment framework was developed by combining natural and human external risk sources, ecosystem structure vulnerability (ESV), and ecosystem function (EF). Then, the spatiotemporal heterogeneity risk mitigation effects of vegetation restoration were discussed. Finally, an effective risk management scheme was proposed according to the risk heterogeneity of different major function-oriented zones (MFOZs). The results were as follows: (1) From 2000 to 2020, both the overall CER within the basin and the CER in various MFOZs exhibited a significant decrease, with the largest reduction observed in the number of high CER zones in the optimize development zones. (2) The most significant reduction in CER due to vegetation restoration is observed in the ecological functional zones of Shaanxi and Shanxi. (3) The relative contribution of accessibility, geography, climate, and economic on high CER varies significantly across different MFOZs. (4) For high risk of optimized development zones, ecological restoration should be prioritized, with strict controls on urban expansion. The results of this study should be considered account when formulating targeted ecological risk control policies to achieve sustainable development of ecological environments in different urban MFOZs.