The article deals with the most common interpretations of the concept of “risk”. The authors considers the classification of the main risks accompanying the process of training of cadets and students of higher educational institutions of the Ministry of Internal Affairs of Russia. The main reasons for these risks are highlighted. As possible ways to solve this problem, the authors propose the main directions of activities of specialists of various departments of universities of the Ministry of Internal Affairs of Russia in the framework of the educational and methodological, psychological and pedagogical support.