The destruction of the infrastructure of populated areas has been occurring since the first days of the invasion of the Russian Federation into Ukraine, both as a result of direct hostilities and as a result of targeted missile and artillery strikes on critical infrastructure and life support facilities. In accordance with the National Plan for the Protection and Ensuring the Safety and Stability of Critical Infrastructure, it is necessary to conduct an assessment of threats and risks to critical infrastructure in the relevant areas and an assessment of threats to national security as a result of threats to critical infrastructure. The evaluation of the risk of infrastructure losses from missile and artillery attacks was carried out based on the calculation of the probability of the occurrence of relevant dangerous situations and the likelihood of losses from them for different types of infrastructure according to the model. The risk in work was quantified as the product of the probability of the threat of artillery and missile attacks, exposure, and the corresponding impact on it in the form of economic losses. Taking into account the results obtained in assessing the probability of missile and artillery attacks and losses of various types of infrastructure from them, a risk matrix was built according to the model used in the EU. The results of the assessment show that for almost all regions of the country, there is a risk of damage to the infrastructure by Russian shelling. At the same time, the highest level of risk of infrastructure losses from missile and artillery fire in the regions of Ukraine is noted in the Kharkiv and Donetsk regions. A high level of risk is characteristic of the Zaporizhia, Luhansk, Kherson, Chernihiv, and Mykolaiv regions. The average level of risk of infrastructure losses from rocket and artillery fire is noted for the Kyiv, Dnipropetrovsk, Sumy, Odesa, and Zhytomyr regions. The low level of risk mainly applies to Cherkasy, Poltava, Vinnytsia, Lviv, Ivano-Frankivsk, and Khmelnytskyi regions. The assessment of the risk of infrastructure losses by category is carried out according to data from the Kyiv School of Economics regarding the formation of direct losses for various types of infrastructure objects. Thus, a risk matrix is constructed. At the same time, statistical data calculates the probability of dangerous events and the probability of economic losses from them. On this basis, the corresponding dependence is formed, which was done to solve the purpose of this publication. The results of the assessment indicate the highest values of the probability of shelling for critical infrastructure objects (37%), residential buildings (25%), and educational institutions (8%). Energy facilities (6%), agro-industrial complexes, and industrial enterprises have a much lower probability of damage, which is also 6%. A probability distribution was obtained for different types of infrastructure to estimate the likelihood of losses of infrastructure objects from shelling similarly. The results of the assessment indicate that the most significant probability of infrastructure losses in the conditions of Ukraine is characteristic of residential buildings, infrastructure facilities, the energy industry, and the agricultural sector. At the same time, residential buildings, infrastructure facilities, enterprise assets, and industry are characterized by the highest probability of shelling. Taking into account the results obtained in assessing the likelihood of missile and artillery attacks and the loss of various types of infrastructure from them, a risk matrix was constructed in accordance with the model used in the EU. The analysis of the obtained results shows that a high risk of direct losses is characteristic of residential buildings and critical infrastructure facilities. The assets of enterprises, industries, agriculture, education, and energy have an increased level of risk. Objects of the forest fund, trade, housing and communal services, culture, tourism, sports, health care, and transport have an average level of risk. Other types of infrastructure objects considered in this study, including administrative buildings, digital infrastructure objects, the social sphere, and the financial sector, are characterized by a low level of risk. The results obtained regarding the reasonable assessment of risks and damages to Ukraine's infrastructure resulting from Russian military aggression are an essential prerequisite for the development of sensible measures to prevent threats and bring the aggressor to justice for further compensation for damages.