Risk management is an important part of bank internal audit and one of the important functions of internal audit. Internal audit can strengthen the re-supervision of risk management to improve the bank’s risk management level. Based on this, the article analyzes the relationship between bank internal audit and risk management, assess the feasibility of the bank’s internal audit participating in risk management, and proposes some suggestions for the implementation of internal audit participation in risk management, which may help banks improve risk prevention capabilities and achieve expected return target.