With the increase in the system scale and informatization level of the critical national infrastructures, the electromagnetic security in extreme electromagnetic environments such as the high-altitude electromagnetic pulse, the intentional electromagnetic interference and the geomagnetic storm has attracted more attention. Unlike conventional electromagnetic events such as the lightning and the overvoltage in power systems, extreme electromagnetic environments are small-probability but high-risk events whose impact mechanisms and evaluation methods are quite different. And the conventional reliability analysis, which adopts the expected value indexes, is difficult to effectively evaluate and manage the risks related to extreme electromagnetic environments. In this context, this paper presents a triangular pyramid model for the study of electromagnetic security of critical infrastructures. Then taking the power grid as an example, it discusses the implication and significance of electromagnetic resilience to critical infrastructures, and finally makes a proposal for the future study of electromagnetic resilience.