Ecological security is one of the foundations of regional security, and the basis of sustainable development. Urban ecological security refers to the ecological support and main ecological issues of a city, which do not threaten its survival and development. To develop the research method on the ecological security of urban social-economic-natural complex ecosystem, an assessment indicator system of urban ecological security was set up based on Pressure - State - Response Model, which included 3 key factors and 33 concrete items. The five most developed cities of China were taken as the cases to assess their ecological security situation by using entropy weight and fuzzy synthetic evaluation method. The results showed that the urban ecological security of Suzhou and Beijing was at relatively safe level, while that of Shenzhen, Shanghai and Guangzhou was critical safe in the year of 2003. The urban ecosystem of Shenzhen was under heavy press, while that of Suzhou behaved best both in system status and system response. Comparing with other assessment methods, this evaluation method was easier and more reasonable. The results were basically consistent to the fact of these cities, suggesting that the urban ecological security indicator system and the entropy weight and fuzzy synthetic evaluation approach were feasible to some extent.