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Background: Carotenoids, the secondary metabolites terpenoids, are the largest factors that form the fruit color. Similar to flavonoids, they are not only safe and natural colorants of fruits but also play a role as stress response biomolecules. Methods: To study the contribution of the key genes in carotenoids biosynthesis, fruit-color formation, and in response to cold stress, we characterized the key regulatory factor CaATHB-12 from the HD-ZIP I sub-gene family members in pepper. Results: Cold stress enhanced carotenoid accumulation as compared with the normal condition. CaATHB-12 silencing through virus-induced gene silencing changed the fruit color by regulating the carotenoid contents. CaATHB-12 silencing increased the antioxidant enzyme activities in the fruits of pepper, exposed to cold stress, whereas CaATHB-12 overexpression decreased the activities of antioxidant enzymes in the transgenic Arabidopsis lines, exposed to cold stress, suggesting that CaATHB-12 is involved in the regulation of cold stress in the pepper fruits. Conclusion: Our research will provide insights into the formation of fruit color in pepper and contribution of CaATHB-12 in response to cold stress. Further study should be focused on the interaction between CaATHB-12 and its target gene.