Scenario analysis originates from national military strategy service and it has been used in data modeling, policy development, and long-term planning activities by academic institutions, government departments, and think tanks in various countries. Scenario analysis plays an important role in the analysis of think tank problems. The DIIS process convergence method in the framework of the Double Helix Methodology in Think Tanks provides the raw material for scenario analysis and the methodological techniques, and the MIPS logic layer method in the framework of the Double Helix Methodology in Think Tanks provides the results for scenario analysis, as well as the objectives and tasks. In this chapter, we will discuss the key points and procedures of the scenario analysis approach guided by the Double Helix Methodology in Think Tanks.