The article proposes to consider the problem of comprehensive assessment of project risks as applied to the energy industry. The authors of the research focused on the description of the applied solution. A real investment project on replacement of a bark boiler at Mondi Syktyvkar enterprise was chosen as an object for testing the results. We proposed to divide the risks accompanying the project into 2 categories: risks for which there is necessary and statistical information for their quantitative assessment and risks for which this information is absent. As a technique of a quantitative assessment of risks from the first category it is expedient to apply a method of Simulation modeling of Monte Carlo. In this case, the authors of the article conducted a significant analysis of existing methods for assessing project risks and the choice of the Monte Carlo methodology is due to the practical orientation of the study. In practice, the real enterprise is quite problematic to use more complex methods of assessment, such as methods of Real Options or methods of fuzzy logic, neural networks, etc. As a method of qualitative risk assessment (from the second category) the method of expert evaluation with subsequent calculation of risk premium in the discount rate was chosen. This method is common in practice and easy enough to implement. According to the results of the analysis (statistical and expert) the most dangerous risks of energy projects were identified: Production and technological risks (the risk of choosing the wrong technological scheme, the risk of reducing the quality of internal controls, the risk of incorrect calculation of the design capacity of energy production, the risk of industrial safety), security risks (the risk of hacking attacks on information systems of energy enterprises), as well as country risks. Among the most influential risks (based on the analysis of their impact on the main technical and economic indicators of the project) are: the risk of rising prices for purchased gas (fuel), the risk of high volatility of the dollar exchange rate. The results of the study were used in a real project and the risk assessment methodology was implemented in the project activities of Mondi Syktyvkar enterprise.