Network security situational awareness (NSSA) aims to capture, understand, and display security elements in large-scale network environments in order to predict security trends in the relevant network environment. With the internet’s increasingly large scale, increasingly complex structure, and gradual diversification of components, the traditional single-layer network topology model can no longer meet the needs of network security analysis. Therefore, we conduct research based on a multi-layer network model for network security situational awareness, which is characterized by the three-layer network structure of a physical device network, a business application network, and a user role network. Its network characteristics require new assessment methods, so we propose a multi-layer network link importance assessment metric: the multi-layer-dependent link entropy (MDLE). On the one hand, the MDLE comprehensively evaluates the connectivity importance of links by fitting the link-local betweenness centrality and mapping entropy. On the other hand, it relies on the link-dependent mechanism to better aggregate the link importance contributions in each network layer. The experimental results show that the MDLE has better ordering monotonicity during critical link discovery and a higher destruction efficacy in destruction simulations compared to classical link importance metrics, thus better adapting to the critical link discovery requirements of a multi-layer network topology.