As a complex system, the urban natural resources system comprises water, land, forest, and air resources. Natural resources are the essential elements of economic and social development and the source of sustainable urban development. However, there are few articles which regard different natural resources as a comprehensive system to evaluate. This study aimed to reveal the patterns of natural resources and highlight the impact of natural resource subsystem. Firstly, this study establishes the ecological security evaluation system of natural resources based on the “Driving Force-Pressure-State-Response” model. Secondly, we use the Wind-Driven Optimization algorithm to optimize the Projection Pursuit model to calculate the value of ecological security level and the comprehensive value of ecological security in Guangdong-Hong Kong-Macao Greater Bay Area (2013-2018). The temporal characteristics and spatial layout of natural resources ecological security, the impact of mechanism of water, land, forest, and air resources subsystems on natural resources ecological security were assessed. The results shows that the ecological security level of natural resources in nine cities of Guangdong-Hong Kong-Macao Greater Bay Area is on the rise as a whole from 2013 to 2018. However, the ecological security level in the central region of the Greater Bay Area is low, which is directly related to the severe environmental pollution of its water and air resources. The results are basically consistent with the actual situation, which can provide a reference for the ecological security evaluation of natural resources in other urban agglomerations.