As demand response(DR) is gradually progressing toward the extensive participation and lower barrier to entry, a trend of diversification has been observed in DR participants, which greatly aggravates the unpredictability of its effect. Risk assessment of DR becomes the necessary link of future organization DR. However, due to the conflict between the centralized risk assessment and the customer privacy, the risk assessment of DR has been limited by insufficient data support. To solve this, a data acquisition and risk assessment method for DR is proposed in the paper. Decentralized access to privacy data is designed, so that customers' appeal for data privacy protection has been met, as well as the risk assessment of DR is supported by more data. The risk assessment method and its implementation by the blockchain are described. The simulation results verify the feasibility and effectiveness of the method.