In this research, we mainly studied the Site selection problem of cold chain logistics in northwest of China. In the first place, we counted the demands of cold chain products in northwest territories, and then classified it into the Site selection problem in five provinces in northwest territories(Xinjiang, Qinghai, Gansu, Ningxia, Shanxi); Next, we used the Center of gravity Method to select initial location; Finally, we established the location of distribution by using Analytic Hierarchy Process (AHP)and fuzzy comprehensive evaluation method. Comparing with the traditional method, this method not only considered the cost of transportation and distance, but also deliberated the physical condition, social environment and economics condition which associated with Site selection problem.