Modern societies are increasingly concerned with risk, often emphasizing individualistic conceptions of risk. However, the construction of risk is social and consequential. Risk orders theory interrogates consequences of risk discourse, as we struggle to live with our profound desire to avoid threats. This article theorizes the construction of three types of risks, collectively termed risk orders. First-order risks, those typically studied by risk scholars, are constructed claims about concrete threats to a physical body. However, constructions of first-order risks prompt additional, abstract risks for individuals and collectives. Therefore, we propose that second-order and third-order risks arise in the shadow of first-order risks. Second-order risks exist when we perceive an individual as insufficiently avoiding first-order risks. These include threats to our sense of goodness and character, termed moral risks, as well as threats to our relationships, termed social risks. Third-order risks are threats to collectives' agency and imagination. Human communication produces and reproduces a multitude of risks, not simply concrete first-order risks. The risks we construct actualize consequential social worlds that deeply affect our identity, social relations, and cultural imagination. This article posits risk orders theory and applies it to infant feeding discourse.