The main purpose of this paper has been to present a new way of thinking about risk, capturing the understanding, assessment and management of risk, and in particular the unforeseen and (potential) surprises. The new way of thinking builds on four pillars, a conceptual risk framework, which highlights uncertainties, risk assessment and management, quality management with focus on improvements, and the concept of mindfulness as interpreted in studies of High Reliability Organisations (HROs), with its five characteristics: preoccupation with failure, reluctance to simplify, sensitivity to operations, commitment to resilience and deference to expertise. Through three examples, we have illustrated the ideas of the integrated perspective and the new way of thinking. We have argued that the new way of thinking has the potential to add new insights into the management of the unforeseen and (potential) surprises, and in this way improve the risk management and avoid events with severe negative consequences.