Existing power cyber-physical system (CPS) risk prediction results are inaccurate as they fail to reflect the actual physical characteristics of the components and the specific operational status. A new method based on dependent Markov chain for power CPS risk area prediction is proposed in this paper. The load and constraints of the non-uniform power CPS coupling network are first characterized, and can be utilized as a node state judgment standard. Considering the component node isomerism and interdependence between the coupled networks, a power CPS risk regional prediction model based on dependent Markov chain is then constructed. A cross-adaptive gray wolf optimization algorithm improved by adaptive position adjustment strategy and cross-optimal solution strategy is subsequently developed to optimize the prediction model. Simulation results using the IEEE 39-BA 110 test system verify the effectiveness and superiority of the proposed method.INDEX TERMS Cyber-physical system, Markov chain, risk region prediction, cross-adaptive grey wolf optimization.