Abstract: The coal and electricity energy supply chain consists of coal production, coal transportation, power generation, power transmission, and power utilization, and the coordinated development of all above links is required. The risk sources, such as coal production and transportation prices, electricity purchase and sales prices, power generation distribution and construction, environmental constraints, can be transferred and expanded through the supply chain, which will enlarge the risk loss. Based on risk management theory of general supply chain and the analysis of risk sources, the risk management research of coal-electricity energy supply chain at home and abroad is reviewed from three risks control aspects, the price transmission, matching and coordination between production and capacity scales, and coal-electricity energy supply chain under energy saving and emission reduction. The review results show that there are more researches on risk control of each coal-electricity energy supply chain, but there is short of researches on risk transmission mechanism, expanding path and coordinated control of whole coal-electricity energy supply chain. In the end, the research ideas on overall risks control of coal-electricity energy supply chain is presented, which will provide reference for the risk management of the energy supply chain.