In the process of CO2 geological storage in the salt water layer, CO2 leakage along the wellbore will seriously affect the effective storage of CO2 in the target geological area. To solve this problem, based on the investigation of a large number of failure cases of CO2 storage along the wellbore and failure cases of gas storage wells in the injection stage of the wellbore, the influencing factors of CO2 leakage risk along the wellbore were investigated in detail. Based on the analytic hierarchy process (AHP) and extension theory, 17 basic evaluation indexes were selected from 6 perspectives to establish the evaluation index system of CO2 leakage risk along the wellbore. The established evaluation system was used to evaluate the leakage risk of a CO2 storage well in the X gas field of BZ Block. The results showed that the influencing factors of tubing had the smallest weight, followed by cement sheath, and the influencing factors of casing–cement sheath interface and cement sheath–formation interface had the largest weight, accounting for 23.73% and 34.32%, respectively. The CO2 storage well leakage risk evaluation grade was Ι, with minimal leakage risk. The CO2 storage effect was excellent. The evaluation system comprehensively considers the tubing string, cement sheath, and micro-annulus interface, which can provide a scientific basis for the risk assessment of CO2 leakage along the wellbore under the CO2 geological storage of the salt water layer.