In the field of investment behavior, risk preference has become a research hotspot for current scholars. Risk preference affects interest rate pricing, and private lending, and as a necessary supplement to formal finance it is of particular importance for its interest rate pricing to return to a reasonable range. However, the specific correlation between private lending interest rate and some indicators fails to reflect the unique structural characteristics and changing rules of private lending interest rate. Based on the systematic review of the relevant research literature of risk preference, this paper summarizes the relationship between risk neutrality, risk aversion, risk seeking and the pricing of private lending interest rate, with a view to eliciting corresponding research on the pricing method of private lending interest rate level from the perspective of risk preference.