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Frozen tuna is a perishable product that sensitive to temperature changing, therefore a good cold chain system is needed. As a part of the supply chain, Cold chain system aims to maintain the temperature of the product in order to keep its quality from upstream to downstream. There are various problems encounter the cold chain process that effected to the streamline. In consequence, it is important to build a continuous improvement to reduce the risk in the cold chain. The aims of this research are to discover the risk that can be found on the cold chain process, what is the causes, and the connection between both risks and its causes. This matter to develop risk management system on frozen tuna products in Acheh. This research using House of Risk (HOS) method to capture the most critical risk and risk management system is carried out Fuzzy Inference System (FIS) by Mamdani approach. The expected result from this research is an alternative design and recommendation to solve the risk, so that strategy could be applied on the companies.