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<i>Osmanthus fragrans</i> is a popular ornamental and odorant plant with high commercial value, but its cultivation and exploitation are limited by low temperature. The <i>ZAT</i> (zinc finger of <i>Arabidopsis thaliana</i>) genes as a subclass of the C2H2-type zinc finger proteins (C2H2-ZFP) family play essential roles in various abiotic stresses. However, their roles in cold stress response in <i>O. fragrans</i> remain unclear. This study identified 38 <i>OfZATs</i>, which could be divided into 5 subgroups based on the phylogenetic tree, with <i>OfZATs</i> in the same subgroup harboring similar gene structures and motif patterns. In addition, 49 segmental and 5 tandem duplication events were detected among <i>OfZAT</i> genes, while some <i>OfZAT</i> genes exhibited specific expression patterns in different tissues. Furthermore, two <i>OfZAT</i>s were induced in salt stress and eight <i>OfZATs</i> responded to cold stress. Interestingly, <i>OfZAT35</i> showed a continuously increasing expression trend under cold stress, while its protein showed nucleus localization with no transcriptional activation activity. Transiently transformed tobacco overexpressing <i>OfZAT35</i> exhibited a significantly higher relative electrolyte leakage (REL) level and increased activities of superoxide dismutase (SOD), peroxidase (POD), and Ascorbate peroxidase (APX), while there was significantly decreased activity of catalase (CAT). Moreover, <i>CAT</i>, <i>DREB3</i>, and <i>LEA5</i>, which are associated with cold stress, were dramatically decreased after cold treatment in transiently transformed tobacco, suggesting that overexpression of <i>OfZAT35</i> negatively regulated cold stress. This study provides a basis for exploring the roles of <i>ZAT</i> genes and contributes to uncovering the mechanism of <i>ZAT</i>-mediated cold stress response in <i>O. fragrans</i>.