The objective of this paper is to develop a probabilistic risk assessment (PRA) methodology against volcanic eruption for decay heat removal function of sodium-cooled fast reactors (SFRs). In the volcanic PRA methodology development, only the effect of volcanic tephra (pulverized magma) is taken into account, because there is a great distance between a plant site assumed in this study and volcanoes. The volcanic tephra (ash) could potentially clog air filters of air-intakes that are essential for the decay heat removal. The degree of filter clogging can be calculated by atmospheric concentration of ash and tephra fallout duration and also suction flow rate of each component. This study evaluated a volcanic hazard using a combination of tephra fragment size, layer thickness, and duration. In this paper, functional failure probability of each component is defined as a failure probability of filter replacement obtained by using a grace period to filter failure. Finally, based on an event tree, a core damage frequency has been estimated by multiplying discrete hazard frequencies by conditional decay heat removal failure probabilities. A dominant sequence has been identified as well. In addition, sensitivity analyses have investigated the effects of a tephra arrival reduction factor and prefilter covering.