Global Navigation Satellite System (GNSS) is now widely used in transportation, and the users have shown growing concerns with the service reliability of GNSS. However, due to the factors such as ionospheric scintillation, multi-path effect, and electromagnetic interference, GNSS has inherent vulnerability, which may damage the quality of GNSS service, and even cause enormous risks. Assessing GNSS vulnerability and releasing alarms to users when vulnerability factors happen are the valid way to consolidate GNSS utilization. To assess GNSS vulnerability under urban roads, this paper proposes three proper vulnerability assessment indexes and conducts vulnerability assessment by the utilization of entropy weight method. Road experiments showed that tunnel, urban canyon, avenue and open road are decreasingly vulnerable, and the algorithm proposed is capable of assessing GNSS vulnerability of urban roads.