Wind and storm surge are crucial factors in the determination of how much damage occurs in the coastal areas in association with any tropical cyclone. It is also important to delineate the regions based on cyclone risk and vulnerability for planning considerations. Tropical cyclones present the most serious natural hazard in the coastal areas of Bangladesh. In the past century, two of the deadliest tropical cyclones in modern history hit the coast of Bangladesh and each caused more death counts than the total number of casualties from all of the past hurricanes that hit the United States. In this study, the wind and storm surge from the tropical cyclones along the coast of Bangladesh are analyzed using the Monte Carlo simulations and cyclone risk and vulnerable regions of the coastal areas are identified using the GIS technique. A reliable and comprehensive climatological database for the landfalling tropical cyclones, first of its kind for Bangladesh has been developed in this purpose for a 127-year period (1877-2003).