The socio-ecological environmental problem caused by the development of coalbed methane (CBM) is becoming more serious, so it is very significant for accelerating the development of CBM industrialization to identify the main influential factors of socioecological environmental risks and take effective risk prevention measures. Based on the triangular fuzzy number method, this paper firstly establishes a comprehensive correlation matrix. Then, the affected factors of socio-ecological environmental risks are analyzed by the DEMATEL method during the development of CBM. Then according to the aspects of centrality and causality, the key indicators are determined. Furthermore, the scenario simulation based on the FCM, the steady-state value and the comprehensive importance of key indicators, and the core indicators are selected. Finally, the scenario simulation of risk management countermeasure is done. The results show that: ① The index weights are calculated by the triangular fuzzy numbers, and the correlation matrix in DEMATEL is obtained by the weight ratio, which reduces the shortcomings and the subjectivity of traditional DEMATEL method. ② The correlation matrix in FCM is established based on the comprehensive correlation matrix in the above improved DEMATEL, which not only makes the FCM model more comprehensive and reduces the difficulty that the FCM correlation matrix is obtained considering the indirect influence relationship between indicators, but also makes up for the disadvantages that DEMATEL excludes during the selection of the core indexes, which are the considerations of the dynamic change of the importance of the indicators. ③ The rate of forestry and grass coverage, the ratio of investment in prevention and construction, the pollution index of soil Merlot, the reliability of machinery and equipment, the standard evaluation index of major pollution factors of underground water, and the ability of personal risk prevention are the key indicators, in which the rate of forestry and grass coverage, the ratio of investment in prevention and construction, and the reliability of machinery and equipment are the core indicators and are extremely important for the management of socio-ecological environmental risks during the development of coalbed methane. ④ The results of the scenario simulation of risk management countermeasure show that the core variables affect the socio-ecological environmental risks through such indicators as the degree of production mechanization, the degree of demolition and resettlement, and the ratio of economic loss by the influenced mechanism analysis; the ratio of investment in prevention and construction has the greatest impact on the socio-ecological environment risks in the early stage of CMB development, while the rate of forestry and grass coverage is the most important in the middle and late stages by the influenced result analysis. Therefore, this paper puts forward some corresponding stage suggestions on the prevention and control of socio-ecological environmental risks during the CMB development. In the early stage of CMB development, the ratio of investment in prevention and construction should be increased. In the middle stage, it is very important to reduce the damage of vegetation regions and to improve the reliability of machinery and equipment; in the late stage, the investment in prevention and construction should be increased steadily and the recovery of damaged vegetation areas should be focused on.