Non-traditional security (NTS) risks have a substantial impact on a number of domains, including social, political, economic spheres, with particular relevance to supply chain finance (SCF) in countries like Vietnam. These risks can undermine the profitability of corporate financial supply chains, thereby affecting both domestic and global economies. This study employs an integrated methodological framework, combining Z-Number theory, Fuzzy set theory, the DELPHI technique, and the Decision-Making Trial and Evaluation Laboratory (DEMATEL) method, to identify and analyze NTS threats influencing SCF in Vietnam. Initially, a comprehensive literature review was conducted to identify potential NTS threats, which were subsequently validated through the DELPHI technique. The DEMATEL approach was then applied to evaluate and visualize the cause-and-effect relationships among the identified threats. The findings reveal 19 NTS factors affecting SCF in Vietnam, with the global economic downturn emerging as the most critical driver. The study emphasizes the need for organizations, governments, and other stakeholders to focus on technological innovation, environmental sustainability, and macroeconomic stability, alongside monitoring market trends and implementing robust risk mitigation strategies.