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 Aceh. This research using House of Risk (HOR) method to capture the most critical risk and risk management system is carried out Fuzzy Inference System (FIS) by Mamdani approach. The results of risk evaluation using HOR phase 1 show that there are 2 risks from 20 existing agents and 33 risk events that must be managed with the risk management, namely human errors and temperature during initial handling that is not according to standard.