In order to assess the situation of natural gas security in major countries, this study introduces and revises APERC's 4A Energy Security to construct a scientific and quantifiable natural gas security indicator system by using the Analytic Hierarchy Process (AHP) and Delphi method. The study draws the following conclusions. (1) The countries ranking at the top of natural gas security list are natural gas exporters with excellent performance in four dimensions (Availability, Accessibility, Acceptability, and Affordability). (2) The indicators of recoverable reserves of natural gas and affordability of consumers are more important than the other six indicators. (3) Compared with importers, natural gas export countries have obvious advantages in Availability, Affordability and Accessibility. Finally, according to the main findings in this research, China should make efforts to develop its natural gas industry, improve market mechanism, diversify its import sources, and efficiently utilize natural gas resources.