The global oceans are at risk of anthropogenic threats resulting from climate change, overexploitation, and habitat degradation. Speeding the process of quantifying the risk of these threats in a standardized manner is needed to better assess risk across spatial and temporal scales. Previous indices have used a global approach to evaluate the cumulative impacts of anthropogenic threats to marine ecosystems, which is difficult to apply to species that move between ecosystems, such as highly migratory marine megafauna. We developed an index to quantitatively evaluate the risk of existing anthropogenic threats to over 250 marine megafauna (representing birds, fishes, mammals, and reptiles) across the global oceans, considering species’ full geographical distributions, conservation status, functional traits, and relative risk from 23 anthropogenic threats in four major categories (climate change, coastal impacts, fishing, and maritime disturbances), and using expert knowledge was used to determine the relevant vulnerability of each taxonomic group to each threat. This index will be key to evaluate the level of impact imposed by current threats to marine megafauna across a wide range of ecosystems and regions. Although applied here for the global oceans at 1-degree spatial resolution, this index offers a framework for researchers across all aquatic ecosystems to evaluate areas of high risk for species overlapping with anthropogenic threats.