A system for an engine for forecasting cyber threats and a method enabling the forecast of a low-level cyber threat and the forecast of a high-level cyber threat using the low-level cyber threat in a hierarchical structure of cyber threats are provided. The system includes a forecast information database which stores forecast information including cyber threat forecast items, a forecast schedule related to the items, forecast simulation information, forecast item hierarchical structure information, time series data on cyber threats, and sample data on cyber threats; a forecast engine core subsystem which forecasts the levels of threats for the cyber threat forecast items having a hierarchical structure using the forecast information stored in the forecast information database; and a forecast engine control interface which receives control commands for the forecast engine core subsystem from a user or external system, and delivers the received control commands to the forecast engine core subsystem.