Since the outbreak of the coronavirus disease 2019 (COVID-19), political and academic circles have focused significant attention on stopping the chain of COVID-19 transmission. In particular outbreaks related to cold chain food (CCF) have been reported, and there remains a possibility that CCF can be a carrier. Based on CCF consumption and trade matrix data, here, the “source” of COVID-19 transmission through CCF was analyzed using a complex network analysis method, informing the construction of a risk assessment model reflecting internal and external transmission dynamics. The model included the COVID-19 risk index, CCF consumption level, urbanization level, CCF trade quantity, and others. The risk level of COVID-19 transmission by CCF and the dominant risk types were analyzed at national and global scales as well as at the community level. The results were as follows. (1) The global CCF trade network is typically dominated by six core countries in six main communities, such as Indonesia, Argentina, Ukraine, Netherlands, and the USA. These locations are one of the highest sources of risk for COVID-19 transmission. (2) The risk of COVID-19 transmission by CCF in specific trade communities is higher than the global average, with the Netherlands–Germany community being at the highest level. There are eight European countries (i.e., Netherlands, Germany, Belgium, France, Spain, Britain, Italy, and Poland) and three American countries (namely the USA, Mexico, and Brazil) facing a very high level of COVID-19 transmission risk by CCF. (3) Of the countries, 62% are dominated by internal diffusion and 23% by external input risk. The countries with high comprehensive transmission risk mainly experience risks from external inputs. This study provides methods for tracing the source of virus transmission and provides a policy reference for preventing the chain of COVID-19 transmission by CCF and maintaining the security of the global food supply chain.