Aimed at the shortcomings of traditional TOPSIS method for order preference by similarity to solution in calculating the weights,an improved TOPSIS based on entropy is applied to the multi-target threat problems with weights unknown.The weights of target attribute are gained by the method of entropy.The mathematical model for the multi-target threat assessment is established.This TOPSIS method is used to do the research of the air target threat assessment.Finally,an example is given,showing that the method is reasonable and effective.