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The sensor scheduling problem under the target threat level assessment task was studied in this paper. Firstly, a target threat level model was established based on the Hidden Markov Model (HMM) and risk theory. Secondly, the target threat level assessment risk and the sensor radiation interception risk were combined to build the non-myopic sensor scheduling model. Thirdly, the improved branch and bound algorithm was introduced to obtain sensor management schemes from the objective function. Finally, simulations were made to illustrate the effectiveness of the proposed method and algorithm. The simulation results show that the proposed target threat level model can avoid the error transmitting from motion states of targets effectively and the improved branch and bound algorithm can achieve perfect sensor management schemes with good quality in a fast convergence rate.