This study aims to analyze the risk credit of Sharia Rural Banks (BPRS) in Indonesia. The study uses time series data on a monthly basis starting from January 2014 to September 2018. The type of data used is secondary data obtained from OJK and BPS using the Approach Vector Error Correction Model (VECM) Method and using analysis tool E-Views 9. Estimation results show that in the short term; variable Financing to Deposit Ratio (FDR) give significant positive effect on Non Performing Financing (NPF). Gross Domestic Product (GDP) variable and Inflation give significant negative on Non Performing Financing (NPF), while Operational Expense to Operational Revenue (BOPO) insignificant effect on Non Performing Financing (NPF). Further, in long term; variable Inflation and Gross Domestic Product (GDP) gives significant negative effect on NPF, whereas Financing to Deposit Ratio (FDR) and Operational Expense to Operational Revenue (BOPO) gives insignificant effect on Non Performing Financing (NPF).