The state of burning plasma had been achieved in inertial confinement fusion (ICF), which was regarded as a great milestone for high-gain laser fusion energy. In the burning plasma, alpha particles incident on the cryogenic (warm dense) fuels cannot be simply regarded as single particles, and the new physics brought about by the density effects of alpha particles should be considered. In this work, the collective interaction between them has been considered, namely, the effect of the superposition of wake waves. The stopping power of alpha-particle clusters, i.e., the rate of energy loss per unit distance traveled has been calculated using both analytical and simulation approaches. In theory, we obtain the stopping power of alpha clusters in cryogenic (warm dense) fuel by the dielectric function method, which illustrates the importance of the effective interaction between particles. Simulation results using the LAPINS code show that the collective stopping power of the alpha cluster is indeed increased via coherent superposition of excitation fields (the excitation of high-amplitude wake waves). However, the comparison between simulation and theoretical results also illustrates a coherent–decoherent transition of the stopping power of the cluster. The initial conditions with various sizes and densities of the alpha clusters have been considered to verify the condition of decoherence transition. Our work provides a theoretical description of the transport properties of high-density alpha particles in warm dense cryogenic fuel and might give some theoretical guidance for the design of actual fusion processes.