The perceived risk in online shopping is seen by many authors as an obstacle for the growth of electronic commerce. The online retailing makes impossible for customers to evaluate the tangible attributes due the impossibility of physical examination of the product. In the case of groceries, the Internet still is an unexplored channel, once the consequences of a spoiled product can be potentially severe, causing damage to one`s health. This study intended, through a sample of customers of a supermarket chain located in Rio de Janeiro, to compare the perceived risk in online shopping of groceries through customers of different channels of the supermarket. The results presented evidences that the shopping of groceries is perceived as more risky by costumers of physical store than by costumers of Internet and that the performance/physical risk represents the most important role in risk perception.