Cross-border e-commerce import has achieved rapid development in recent years. Due to its characteristics of small scale, high frequency and multiple subjects, it has brought many risks in many fields. Risks include smuggling and tax evasion, product quality, biological health security, foreign exchange management and consumer protection. This poses new challenges to supervision. Cases and experiences of big data-based risk supervision at home and abroad are reviewed and cross-border e-commerce import risk monitoring advance path is proposed. In the near future, highly risky C2C field, large e-commerce operators and public opinion monitoring can be selected as the starting points of big data-based risk monitoring, to improve risk monitoring efficiency step by step. In the short and medium term, the big data-based risk monitoring of e-commerce import should take“credit supervision”as the main construction target and focus, especially the credit supervision of e-commerce platforms. In the long term, intelligent risk monitoring can be carried out by establishing a big data system covering the full trade chain of E-commerce import.