Shale gas gathering and transportation pipeline poses significant risk due to special geographical conditions and different climatic conditions in high consequence areas such as Sichuan and Chongqing. The risks become critical as gas pipelines run through high consequence areas such as hospital, market, and scenic areas. This study presents a risk classification method for the pipelines running through high consequence areas. The proposed method considers different failure scenarios including third-party damage, corrosion, design and construction defects, mis-operation, and natural disasters. The method uses subjective and objective data from different sources. To minimize the subjectivity and data uncertainty, an improved fuzzy analytic hierarchy process was used to process data. The estimated risk is used to classify different risk zones. After the failure of shale gas pipelines in HCAs, in order to reduce the adverse impact of emergencies, personnel should immediately organize an evacuation to a safe area, focusing on the diagnosis and analysis of risk factors that are more likely to lead to pipeline leakage. The developed classes are verified using field data. The study observes that risk levels classified using the proposed method provide realistic assessments of hazard zoning. Risk zoning will help develop effective risk management strategies.