Rescues from building collapse accidents present a significant challenge for China’s emergency rescue system. However, there are also many risk factors in a training scenario, which have been summarized in this study. A hierarchical indicator system for personnel safety was established, including 12 first-level indicators and 23s-level indicators. Then, an improved Grey-DEMATEL-ISM-MICMAC evaluation model was constructed to evaluate the level of risk. Influencing factor scores were determined according to the responses from the questionnaire survey. The influencing degree, influenced degree, centrality, and causality were identified, and the importance, relevance, and clustering of the various factors were obtained after making quantitative calculations. The results showed that the order of priority for solving the essential issues was safety education (A2), operating standards and proficiency (A10), equipment inspection (A4), equipment warehousing maintenance and records (A21). The solving of safety education was identified to be the most essential priority. The priority control order of direct causes was Scientific design and construction (A5), Potential fixed hazards in the facility (A12), Physical fitness of personnel (A1), Weather influences (A18), and Initiation efficiency of emergency plans (A20), and direct control measures for these five factors could achieve a relatively significant effect.