There are many risks in going-out companies management, and exchange rate risk is one of them.So far as supply chain management of going-out companies is concerned, what is important consists in how to formulate supply chain risk management tactics and reduce supply chain risk.Exchange rate risk is taken into account to model in making decision of going-out companies in supply chain management, which makes supply chain of going-out companies stable and more efficient.And it is a key to managing supply chain of going-out companies.This paper presents a making decision model based on exchange rate risk in supply chain management, and demonstrates it in order to support making decision of going-out companies in supply chain management.