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Information security risk assessment is essential to government for making an efficient and effective security management plan. This paper firstly established a hierarchy structure index system for E-government information systems security risk assessment based on the operationally critical threat, assets and vulnerability evaluation (OCTAVE). Considering that the previous weights selection methods mostly depend on expert experience, this paper proposes a new security risk assessment method based on FAHP and ANN. We apply this method to an actual e-government information systems and the test case proves that the proposed index system and assessment method are of effectiveness. Also, we find that this method is less time cost than only using ANN method without decreasing the accuracy of the result.