With the global climate change, urban natural disasters are becoming more frequent, and the comprehensive disaster-bearing capacity of cities has attracted more and more attention. Based on the characteristics of urban population, society, economy, environment, transportation and other disaster-bearing bodies, a comprehensive evaluation index system of disaster-bearing capacity for urban natural disasters in the Guangdong-Hong Kong-Macao Greater Bay Area was established. Then, based on objective weighted information entropy model, a quantitative evaluation model of urban comprehensive disaster-bearing capacity was put forward. Finally, the comprehensive disaster-bearing capacity value of cities in the Greater Bay Area was calculated, and the comprehensive disaster-bearing capacity level and the influencing factors were analyzed. The evaluation result indicates that Shenzhen, Zhuhai and Guangzhou rank the top three in disaster prevention ability index, and Shenzhen has the highest disaster resistance ability index, followed by Dongguan and Zhuhai. Guangzhou, Dongguan and Shenzhen are the top three in the disaster relief ability index and Zhaoqing has the lowest index. Guangzhou has the highest recovery ability index, followed by Shenzhen, Dongguan and Zhuhai. The disaster prevention, resilience, relief and recovery capabilities of cities in the study area vary greatly. The study result also shows that the comprehensive disaster-bearing capacity value in the Greater Bay Area ranges from 0.1886 to 0.6615. The comprehensive disaster-bearing capacity evaluation values from high to low are Guangzhou, Shenzhen, Dongguan, Zhuhai, Foshan, Zhongshan, Jiangmen, Huizhou and Zhaoqing. Taking the geological disaster data of various cities in the Greater Bay Area as an example, we discussed the evaluation result of this paper. The evaluation results of this paper are well consistent with the actual conditions of cities except Shenzhen. The comprehensive disaster-bearing capacity and the influencing factors of cities are quite diffident, resulting in the short-board effect of the overall disaster-bearing capacity in the Greater Bay Area. It is recommended to strengthen unified planning and management of the comprehensive disaster-bearing capacity in the Greater Bay Area, so as to improve the overall disaster-bearing capacity of the city and ensure the smooth implementation of major national strategy in the Greater Bay Area.