Making optimal electricity purchasing decisions through interprovincial trading is essential for enhancing the resource allocation of receiving-end grid,promoting clean energy consumption,and ensuring power supply secu-rity. In this context,an electricity purchasing strategy for interprovincial spot market considering the risk of power supply security in the receiving-end grid is proposed. First,a power supply security confidence evaluation system for the receiving-end grid is constructed. Second,a method for generating uncertainty scenarios related to the bidding behavior of market participants in the interprovincial spot market is proposed. Third,a two-level optimization model for electricity purchasing in the interprovincial spot market is developed using conditional value at risk (CVaR). Fi-nally,a case study is simulated using actual trading data from the interprovincial spot market of a receiving-end grid. The simulation results show that the proposed method comprehensively considers both the behavior of partici-pants in the interprovincial spot market and the power supply security risks in the receiving-end grid. It effectively utilizes the complementary characteristics of various adjustment resources within the receiving-end grid to minimize power supply costs.