Livestock is an important food resource for the inhabitants of cold regions, such as northern Asia and alpine regions, where agriculture is limited. In these regions, cold stress largely affects livestock production, thereby reducing the productivity and survival of animals. Despite the importance of breeding cold-tolerant animals, few studies have investigated the effects of cold stress on cattle. Furthermore, whether severe cold stress alters gene expression or affects molecular genetic mechanisms remains unknown. Thus, we investigated gene expression changes in the peripheral blood samples of the Chinese Sanhe cattle exposed to severe cold. A total of 193 genes were found to exhibit significant alteration in expression (P < 0.05; fold change > 1.3), with 107 genes showing upregulation and 86 showing downregulation after cold exposure. The differences in the expression of 10 selected genes were further validated by real-time qRT-PCR. Further analyses showed that these differentially expressed genes (DEGs) were predominantly associated with important biological pathways and gene networks, such as lipid metabolism and cell death and survival, which are potentially associated with severe cold-stress resistance. Identification and description of these cold stress-induced DEGs might lead to the discovery of novel blood biomarkers that could be used to assess cold-stress resistance in cattle. To our knowledge, this is the first genomic evidence of differences in the transcript expression pattern in cattle exposed to severe cold stress. Our findings provide insights on the potential molecular mechanisms underlying cold-stress response in cattle.