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Wetlands are formed by the interaction between terrestrial and aquatic systems and are of substantial importance in the study of global environmental change. However, the global wetland area is rapidly declining, and wetlands are experiencing environmental stress caused by human activities. Existing methods neither consider thought-out human pressure factors nor depict the spatial variation in wetland risks in detail. Therefore, constructing a wetland damage index (WDI) that characterizes the destruction and risk of wetlands is necessary. In this study, we constructed a WDI based on wetland area variation, human pressure, and a remote sensing-based ecological index and used it to analyze the wetland damage conditions of Guangdong-Hong Kong-Macao Greater Bay Area (GBA). The results demonstrated the following: (1) The wetland area in the GBA decreased by 12.13% between 2000 and 2020. Wetlands are often found on the west bank of the Pearl River, whereas inner-city wetlands are scarce. Ponds and rivers on the west bank are also hotspots of wetland loss. Additionally, many wetlands in peripheral cities of the GBA have been restored; (2) the WDI is indicative of wetland evolution. In the case of small grid units (2.5–10.0 km), the correlation between the WDI and the landscape indices decreased, showing the former’s ability to account for human pressures and environmental ecology conditions that landscape indices fail to consider. The WDI can be used to distinguish the extent of damage to various types of wetlands. In general, the probability of subsequent wetland loss is greater in places with high WDI than in places with low WDI, and vice versa; and (3) the WDI can adapt to various data and different research scales. However, the policies of local authorities must be considered in practical applications because these factors can directly affect the disappearance or survival of wetlands. The WDI is an indicator of wetland destruction and risk for most wetlands that are neither designated as nature reserves nor benefit from environmental protection measures.