In order to obtain the strength safety factor of concrete dams in multi-axial stress states, taking concrete gravity dams as an example, the safety factors for multi-axial strength were calculated with the overload factor K1 and the failure distance factor K2. The calculated results show that K1 is slightly less than the safety factor K0 for uniaxial strength in the two-axial tension-compression zone, K1 is greater than K0 in the two-axial compression- compression zone, and K2 is less than K1 and K0 in the two-axial tension-compression zone and compression- compression zone. This indicates that the safety factor for multi-axial strength of concrete dams is significantly different from the safety factor for uniaxial strength. The safety factor for multi-axial strength should be used in the strength design and safety evaluation of concrete dams.