Background: In this study, we promote a global approach to occupational risk perception in order to improve occupational health and safety training programs. The study investigates the occupational risk perception of operating room healthcare workers using an Analytic Hierarchy Process approach. Methods: A pilot study was carried out through a cross-sectional survey in a university hospital in Southern Italy. An ad hoc questionnaire was administered to enrolled medical post-graduate students working in the operating room. Results: Fifty medical specialists from seven fields (anaesthetists, digestive system surgeons, general surgeons, maxillofacial surgeons, thoracic surgeons, urologists, and gynaecologists) were questioned about perceived occupational risk by themselves. Biological, ionizing radiation, and chemical risks were the most commonly perceived in order of priority (w = 0.300, 0.219, 0.210). Concerning the biological risk, gynaecologists unexpected perceived this risk as less critical (w = 0.2820) than anaesthesiologists (w = 0.3354), which have the lowest perception of the risk of ionizing radiation (w = 0.1657). Conclusions: Prioritization methods could improve risk perception in healthcare settings and help detect training needs and perform sustainable training programs.