This papers reviews the main threats to the today's consumer market and offers a historic tour of their existence. The results of a comprehensive diagnostics technique of economic safety of the consumer market in the region taking into account the impact of threats are presented. In the basis of the procedure is an indicative method of analysis, in which diagnosis is carried out on a set of criterial parameters. Along with a comprehensive assessment, the paper offers a detailed analysis of one of the method's modules - evaluation of consumer protection as the most vulnerable category of participants in the consumer market. A classification of prejudice of consumers in accordance with international studies is considered. The conducted study showed that, in general, there is a positive trend of economic safety of the consumer market in the region for the period from 2003 to 2010, but, according to some modules (evaluation of consumer protection), the situation has worsened for the majority of the subjects discussed during the reviewed period. The results of economic safety diagnostics of the consumer market actors can be used in the formation of program-target events to neutralize the negative trends in the consumer market.