In this paper, using the Higgs production in forward rapidity region in proton-nucleus collisions as an example, we demonstrate that we can construct a systematic formalism for the threshold resummation for forward rapidity particle productions in the saturation formalism. The forward threshold jet function, which satisfies the corresponding renormalization group equation, is introduced into the new factorization formula. This calculation can be easily generalized to other processes, such as single forward hadron productions at forward rapidity region, and have important phenomenological implications.