This study aimed to explore the value of contrast-enhanced computed tomography texture features for predicting the risk of malignant thymic epithelial tumor. Data of 97 patients with pathologically confirmed thymic epithelial tumors treated at in our hospital from March 2015 to October 2021 were retrospectively analyzed. Based on the World Health Organization classification of thymic epithelial tumors, patients were divided into a high-risk group (types B2, B3, and C; n = 45) and a low-risk group (types A, AB, and B1; n = 52). Texture analysis was performed using a first-order, gray-level histogram method. Six features were evaluated: mean, variance, skewness, kurtosis, energy, and entropy. The association between contrast-enhanced computed tomography texture features and the risk of malignancy in thymic epithelial tumors was analyzed. The predictive thresholds of predictive texture features were determined by receiver operating characteristics analysis. The mean, skewness, and entropy were significantly greater in the high-risk group than in the low-risk group ( P < 0.05); however, variance, kurtosis, and energy were comparable in the two groups ( P > 0.05). The area under curve of mean, skewness, and entropy was 0.670, 0.760, and 0.880, respectively. The optimal cutoff value of entropy for predicting risk of malignancy was 7.74, with sensitivity, specificity, and accuracy of 80.0%, 80.0%, and 75%, respectively. Contrast-enhanced computed tomography texture features, especially entropy, may be a useful tool to predict the risk of malignancy in thymic epithelial tumors.