Based on the Western culture, Daniel Kahnemanh and Amos Tversky’s prospect theory finds that decision-makers will have reverse preference under different levels of probability in risk decision-making. In the condition of the same expectation, the decision-makers showed a different risk preference under high probability and low probability. This research explores the features of risk decision in the context of Chinese culture, and the results show that under the condition of profit, the Chinese respondents showed the same preference reversal as the Westerners. However, in the case of loss, the Chinese and Western participants showed different behavior features, that is, Chinese respondents didn’t show obvious preference reversal. Further analysis reveals that the Chinese male and female showed the opposite choice preferences under the condition of low-probability loss. Chinese male preferred the choice with lower risk of loss and larger amount of loss. However, Chinese female preferred the choice with higher risk of loss and smaller amount of loss. This shows that the risk decision-making individuals with different cultural backgrounds have different risk preferences, and that gender has an impact on the risk preference.