Continuous climate change has increased the intensity and frequency of abnormal weather, temperature fluctuations, and natural disasters, along with their subsequent damages. The temperature rise is related to the increased number of days with heat waves and tropical nights, which generate problems in many different areas. The risks from heat waves appear in multiple forms, such as disease severity and energy shortages. To respond effectively to such complex risks, it is necessary to analyze where and what risks occur. Recently, Bayesian Network methodology has been applied in various fields, and the causality and probability of occurrence of complex events can be evaluated. Particularly, it is suitable for fields, such as climate change and disaster because of its consideration to uncertainty. Therefore, in this study, multi-risk networks were built, and a multi risk assessment using Bayesian Network was performed considering statistical probabilities. In addition, this study examined the change in future risks by reflecting the climate scenarios proposed by Intergovernmental Panel on Climate Change. The disease risks related to heat waves have increased with time, particularly in the areas adjacent to the coast, centering on the southeast side of South Korea. As for energy shortage, the risk increased in the region around Daegu, a city known for its high temperatures as well as in the Seoul metropolitan areas. Through this study, it is possible to improve the methodology for evaluating multi-risks, and the analyzed results will be able to provide support for effective responses to risks caused by heat waves in Korea.