The pillar industries of resource-dependent cities in the Yellow River Basin are closely related to the natural resources of the surrounding areas, and it is of great practical significance to study the ecological security evaluation system so as to measure the sustainable development level of these cities. To obtain the evaluation results of the actual ecological security situations of resource-dependent cities in the Yellow River Basin, this paper proposed an evaluation model for such issue based on Wavelet Neural Network (WNN). First, an index system was established for the target matter in the paper, and the system was integrated with a progressive hierarchical structure. Then, the paper discussed the evaluation of the ecological security of the target cities and its regulation process. At last, the paper constructed a Gray-scale Discrete Grey Model (DGM) (1, 1) model-embedded WNN model (GDGM (1, 1) - WNN) to realise such evaluation, and the scientificity of the evaluation index system and the effectiveness of the constructed model were verified with experimental results. The research in this paper provided a reference for the evaluation of ecological security of resource-dependent cities in other similar regions.