Network slicing (NS) is a promising technology of 5G that provides end-to-end customized network service to multi-tenant. The network slicing embedding (NSE) problem is one of the essential issues in NS technology. In most NSE solutions, the resource conservation is dedicated and utilizationinefficient. Applying the resource sharing into NSE is the most direct way to improve resource utilization, but introduce the collision risk. This paper puts forward a novel NSE solution with risk-controlled resource sharing, namely NSE-RRS. We abstract the embedded slices' loads as the uncertainties and formulate the risk as chance constraints. Hence NSE-RRS is formulated as a chance-constrained program. We apply the distributionally robust approach in terms of conditional value at risk (CVaR) to give a deterministic and tractable form of NSE-RRS. Then, we use a two-steps heuristic algorithm to solve NSE-RRS. Finally, numerical evaluation verifies that NSE-RRS can effectively improve utilization with controlled risk.