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Retail enterprises have to face complex international risks during transnational marketing. Based on the situation of Chinese retail enterprises, using Miler's international risk model for reference, the paper analyzes three kinds of risks for retail enterprises transnational marketing. On the basis of these, a risk evaluation index system which aims at transnational marketing environment of retail enterprises is set and fuzzy comprehensive appraisal also introduced. At last, the system is used to analyze the case of Tiankelong Group.