Bangladesh has a long history of devastating tropical cyclones. In view of the effects of the storms on the country, risk assessment is essential for devising the mitigation strategies at various levels. By way of bringing the conceptual structure of general risk model in practice, this work aims to examine the spatial patterns of cyclone risk in the Cox’s Bazar district (I) and Rohingya refugee camps (II) located on the southeastern coast of Bangladesh. We use 14 parameters representing the hazard, exposure, and vulnerability as the components of risk. The selected parameters were analyzed and integrated though the complementary use of Analytic Hierarchy Process (AHP) and Geographic Information System (GIS) for depicting the cyclone risk situation comprehensively at both the spatial scales. The status of the cyclone risk was identified and quantified as very high (6.84%, 3.43%), high (45.78%, 27.82%), moderate (5.97%, 39.42%), low (40.62%, 28.70%), and very low (0.81%, 0.61%) for the spatial scale I and II respectively. In general, northwestern and southern peripheral areas exhibited higher risk than the central and northeastern parts of the Cox’s Bazar district; and in the refugee settlements, camp number 1E, 1W, 7, and 13 revealed relatively higher levels of the risk. The results of the assessment (I) were correlated with experiential damage from the 1991 cyclone; a reasonable consistency was noticed between the simulated scenario and the observed impacts. We assume that the deliverables of this spatial analysis could be useful to stakeholders while formulating the cyclone risk mitigation policies for the region. Furthermore, this work demonstrates that the applied method would deliver reliable results if tested in other coastal environments