One of the reasons for the failure of software projects is the absence of risk management procedures or its improper application. The adoption of Scrum in software projects is increasing. However, such approach does not specify risk management activities. This paper presents the results of a survey conducted using a qualitative approach to analyze how risk management is carried out in Scrum software projects. Consequently, we present risk management practices that achieved greater and lesser agreement among respondents and the literature, respectively. We found that risk management must be applied continuously in a feedback loop. Furthermore, Scrum projects must not have a high formal planning level, even for high‐risk ones. The research verified that risk management in Scrum is performed differently from its application in traditional approaches. The framework has native resources, but classic processes of risk management would be incorporated and adapted.