Since the external environment on a global level is very unstable, recovering from various unexpected shocks becomes a challenging question for all countries. Thus, for each country it is necessary to understand its weaknesses and threats. Further, the preparation for any level of uncertainty in various fields must be imperative. Even for the most unpredictable shocks such as pandemic, cyberthreat, or even war. The aim of the article is to evaluate the state resilience of the Baltic States by creating the national resilience index. A state’s resilience is based on four pillars: economic, social, good governance, and defence. The methodology is based the SAW method, data has been collected from NATO and Eurostat databases. As the result of the study, resilience index has been estimated for each year from 2015 to 2022. Results revealed vulnerability and problematic areas of each country.