The development of the Russian consumer market is strongly influenced by internal and external threats. This paper presents a newly described classification of threats to the consumer market and a methodology for their diagnostics. The methodology basis contains an indicative method of analysis which includes 75 indicators grouped into 5 blocks, evaluating some particular situation in the consumer market; a situation analysis was conducted within the period from 2003 until 2010. A feature of the methodology is the possibility to reveal the hidden phenomena on the consumer market. Particular attention in this scientific study is paid to the consumers; a system of indicators that measure their level of security is proposed. The study showed that the majority of threats are directed at the consumers, the quality of goods and provision of domestically manufactured consumer goods; a detailed methodical apparatus and analysis are presented in this paper