Aeolian disasters pose a major threat to inhabitants of desert areas and their surroundings. However, the level of losses associated with various degrees of aeolian disasters remains unclear. Therefore, aeolian disaster risk assessments in desert areas are essential, as they can guide the control and prevention of loss of life and property in areas affected by aeolian disasters for priority consideration. In this study, the fuzzy comprehensive evaluation method was used to investigate the risk associated with aeolian disasters in Xinjiang, Northwest China. The aeolian disaster risk index (ADRI) was developed to monitor the aeolian disaster risk level in Xinjiang by combining the hazards of disaster-causing factors, sensitivity of a disaster-forming environment, vulnerability of disaster-bearing bodies, and disaster prevention and mitigation capacity factors. Irrespective of the intensity, an aeolian disaster can be considered risk-free if it has little or no impact on human activities. Results show that the risk associated with aeolian disasters exhibited a downward trend from 2000 to 2015; the proportions of areas with very high and high risks decreased from 10.5% to 3% and from 11.2% to 7.8%, respectively, which can be attributed to the increased awareness in combating desertification and government investment in this area. The dust storm disaster grade derived from the damage data was used to confirm the risk evaluation results, which suggested that ADRI can be used to accurately assess the degree of aeolian disaster. The resulting hazard zonation maps can be used to plan preventive measures.