The tuna agro-industrial cold supply chain faces complex challenges. The implementation of cold chains has economic, social, and environmental implications. Breaking the cold chain directly reduces tuna quality. To overcome these challenges, an effective and efficient cold chain management method that focuses on the aspects of risk, performance, value chain, and sustainability is required. This study aimed to analyze the methods used in cold chain management and develop an integrated framework to increase the effectiveness and efficiency of sustainable cold supply chain management in tuna agro-industries. This study uses a systematic literature review (SLR) approach. Scientific article search databases using Scopus, Google Scholar, and others in 2013-2023. The selection resulted in 86 articles for further studies. The results of this study show that there are still very few cold chain studies in the tuna agro-industry. Cold chain studies on risk, performance, and sustainability aspects are dominated by quantitative methods with the following percentages: 76%, 58%, and 92%, respectively. By contrast, studies on the value chain aspect are dominated by descriptive qualitative methods (89%). This study found that the tuna cold chain problem in Indonesia is a soft problem on the upstream side and a hard problem on the downstream side. These two properties are rarely considered in single cold chain studies. The properties of the soft and hard systems were studied using qualitative and quantitative methods, respectively. In future research, we will develop an integrated framework for tuna agro-industry cold chain management in terms of performance, risk, value chain, and sustainability by considering the soft and hard aspects of the cold chain from onboard the ship to the consumer.