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The construction of China-Mongolia-Russia high-speed railways is a strategic move to promote transportation infrastructure inter-connectivity between these countries, which will accelerate the implementation of the China-Mongolia-Russia Economic Corridor. However, well-planned China-Mongolia-Russia high-speed railways demand accurately identifying construction risks, scientifically evaluating risk levels, and mapping the spatial distribution of these risks. Therefore, this study established the integrated risk evaluation model(IREM) to scientifically evaluate the economic, social, and ecological risks of China-Mongolia-Russia high-speed railway construction and determine their magnitude and spatial distribution pattern. Based on this analysis, we propose designs for the east and west China-Mongolia-Russia high-speed railways and policy suggestions to mitigate construction risks. Suggestions include developing innovative cooperation of the "high-speed railway for resources and market", strengthening communication and technology dissemination, and applying innovative engineering techniques and setting buffers; establishing collaborative prevention and control systems to mitigate the three major ecological risks in the China, Mongolia, and Russia trans-border areas; and promoting economic integration by improving strategic coordination. In summary, this study provides scientific support for designing the China-Mongolia-Russia high-speed railways minimizing construction risks.