Most image retrieval research focuses on improving predictive performance, but they may fall short in scenarios where the reliability of the prediction is crucial. Though uncertainty quantification can help by assessing uncertainty for query and database images, this method can provide only a heuristic estimate rather than an guarantee. To address these limitations, we present Risk Controlled Image Retrieval (RCIR), which generates retrieval sets that are guaranteed to contain the ground truth samples with a predefined probability. RCIR can be easily plugged into any image retrieval method, agnostic to data distribution and model selection. To the best of our knowledge, this is the first work that provides coverage guarantees for image retrieval. The validity and efficiency of RCIR is demonstrated on four real-world image retrieval datasets, including the Stanford CAR-196 (Krause et al. 2013), CUB-200 (Wah et al. 2011), the Pittsburgh dataset (Torii et al. 2013) and the ChestX-Det dataset (Lian et al. 2021).