UK is one of a few countries that have been promoting government's capability to handle risk and uncertainty. Since the late 1990s, UK has noticed that importance of reappraisal of how government handles risk in all its forms. To cope with the fast variances of the societal environment and science technology, the Prime Minister of UK asked the Strategy Unit to study on risk and uncertainty. The study developed a broad framework for understanding risk and proposed The Risk Programme, which asked government departments to implement practical steps for managing risk better. The achievements have been recognized by HM Treasury. This paper is to shortly summarize what and how UK has done in managing risk in government departments. Hopefully, we can find some recommendations for risk management in our government.