Assume $X_n$ is a random sample of $n$ uniform, independent points from a triangle $T$. The longest convex chain, $Y$, of $X_n$ is defined naturally. The length $|Y|$ of $Y$ is a random variable, denoted by $L_n$. In this article, we determine the order of magnitude of the expectation of $L_n$. We show further that $L_n$ is highly concentrated around its mean, and that the longest convex chains have a limit shape.