Sensitivity is the effect of changes in any variables on changes in the risk results. The most common Risk Assessment Methodology in Indonesia is Muhlbauer, Modified Muhlbauer & Risk-Based Inspection. This study evaluated six natural gas distribution pipeline segments. In general, there are two objectives, firstly comparing the risk result between Risk Assessment Methodology. The following objectives are to compare the sensitivity. The Risk Assessments methodology is translated into a mathematic model and computed in Monte Carlo based simulation software. The risk value result shows that in high risk & medium risk pipeline segments, all methodology is valid with 24% and 13% deviation, respectively. The sensitivity analysis result shows that Muhlbauer & Modified Muhlbauer's methodology is sensitive to third party activity. Risk-Based Inspection is sensitive to intrinsic damage mechanisms. This sensitivity data can be adopted to develop a more sensitive Risk Assessment Methodology for gas pipeline in the future.