The questions of the world military-economic activity are discussed in this article in the context of comparative analysis. The common approaches and modern changes in the field of military-economic security are considered. Traditional and new criteria of military-economic security are estimated. The general military expenditures (their absolute meanings and dynamics) of the leading military-economic powers are examined. The most important moments, which influence the changes and determine peculiarities of the military-economic development of the USA and other industrial countries of the world are picked out. Among them there are systemic changes in the military-economic activities for the last three decades; the deepened interactions of economic and security from the beginning of the new century; steady growth of the innovative factor in the system of the security international relations. The most important global indexes in the field of innovation activities, competitiveness, military fire power, networked readiness, and also of the global power in the context of the strategic triangle (USA, China, and Russia) and orientation of the USA on the great power competition are discussed.