Yes, to "get a chill" or have a chill go down your spine is an expression that relates people's feeling of fear to people's feeling of cold. Goosebumps can happen for both too, I think. But I don't think that people always get goosebumps if they are cold or afraid.

Thanks, Sandra. Does it always accompany with goose bumps?

i get a chill every time i think about that horror movie, or i got a chill when i saw that scene, it will make a chill go down your spine ....its like a feeling of uneasiness when you see something unsettling