China is at a stage of rapid urbanization over the past decades, and the association of urbanization with cardiovascular disease has been confirmed by previous studies. However, few studies assessed the association of urbanization with cardiovascular risk factors, especially in Chinese population. We conducted a cross-sectional, populational-based study, using data from China Health and Nutrition Survey (CHNS) in 2009. The logistic regression was used to assess the association of urbanization measured by urban index with cardiovascular risk factors (diabetes mellitus, hypertension, dyslipidemia, obesity, smoking, physical activity and fruits and vegetables consumption), varied with sex. The current study included 18,887 participants enrolled (mean age 39.8 ± 19.8 years; 52.2% female) who live in China. In regression model, the urban index was significantly associated with the variations of cardiovascular risk factors for male, including diabetes (OR 1.34, 95% CI: 1.22–1.48), hypercholesterolemia (OR 1.15, 95% CI: 1.09–1.22), never smoking (OR 0.92, 95% CI: 0.89–0.96), higher fruits and vegetables consumptions (OR 0.93, 95% CI: 0.87–0.99), higher body mass index (BMI) (OR 1.16, 95% CI: 1.10–1.22), and higher physical activity (OR 0.69, 95% CI: 0.66–0.73). Compared with the male, the associations of urban index with cardiovascular risk factors for female were similar, but not for BMI (OR 1.00, 95% CI: 0.96–1.05). The present finding emphasizes the changes of cardiovascular risk factors associated with urbanization in China, and indicated that close attention should be paid to the risk of hypercholesterolemia, diabetes and men’s obesity in the process of urbanization.