Today’s supply chains (SC) are immersed in extremely dynamic environments, and supply chain management (SCM) has to deal with a multitude of risks. The domain of supply chain risk management (SCRM) has emerged, providing approaches on how to cope with risks in SC. However, due to increased complexity, volatility, and uncertainty, the number of risks in global SC has increased significantly. Harnessing the power of predictive analytics (PA), implemented in intelligent decision support systems (IDSS), offers huge potential in SCRM. However, research at the intersection of the domains of SCRM, PA, and IDSS is still in its infancy, and several research gaps have yet to be addressed. The paper elaborates on these research gaps by means of a systematic literature review. The results include a set of seven research questions and proposed research directions for future studies. Future research is presented with a plethora of starting points, which originate from the business perspective (i.e., the SCRM domain), the data-driven (i.e., the PA domain) as well as an IT-system perspective (i.e., the IDSS domain).