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For a Schwartz function \\(f\\in \\Im(\\mathbb R^n)\\), denote by \\(\\hat{f}(\\xi)=\\int_{\\mathbb R^n} f(x)e^{-i\\langle x,\\xi\\rangle}\\,dx\\) the Fourier transform of \\(f\\). The Riesz means \\(S^\\delta_k\\) is defined by   \\[ \\widehat{S^\\delta_k f}(\\xi)= \\bigg(1-\\frac{\\rho(\\xi)}{2^k} \\bigg)^\\delta_+ \\hat{f}(\\xi), \\quad \\xi\\in\\mathbb R^n,  \\]   and the corresponding lacunary maximal function   \\[ S^\\delta_*f(x)= \\sup_{k\\in\\mathbb Z} \\big|S^\\delta_k f(x)\\big|.  \\]  The author proves a sharp weak type \\((p,p)\\) estimate on \\(H^p(\\mathbb R^n)\\) \\((1<p\\leq 1)\\) of the maximal lacunary Riesz operator \\(S^\\delta_*\\) at the critical index \\(\\delta_p=n(1/p-1/2)-1/2\\). Precisely, suppose that \\(0<p\\leq 1\\) and \\(\\delta=\\delta_p\\), then \\(S^\\delta_*\\) maps \\(H^p(\\mathbb R^n)\\) boundedly into weak-\\(L^p(\\mathbb R^n)\\). The proof is based on the Littlewood-Paley square-functions for \\(H^p(\\mathbb R^n)\\) \\((0<p\\leq 1)\\) and some ideas of \\textit{M. Christ} and \\textit{C. D. Sogge} [Invent. Math. 94, No. 2, 421--453 (1988; Zbl 0678.35096)].   This result implies the almost everywhere convergence of the operator \\(S^\\delta_kf\\) on \\(H^p(\\mathbb R^n)\\) \\((0<p\\leq 1)\\) at the critical 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