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Inner-Mongolia Sanhe cattle are well-adapted to low-temperature conditions, but the metabolic mechanisms underlying their climatic resilience are still unknown. Based on the ¹H Nuclear Magnetic Resonance platform, 41 metabolites were identified and quantified in the serum of 10 heifers under thermal neutrality (5 °C), and subsequent exposure to hyper-cold temperature (−32 °C) for 3 h. Subsequently, 28 metabolites were pre-filtrated, and they provided better performance in multivariate analysis than that of using 41 metabolites. This indicated the need for pre-filtering of the metabolome data in a paired experimental design. In response to the cold exposure challenge, 19 metabolites associated with cold stress response were identified, mainly enriched in “aminoacyl-tRNA biosynthesis” and “valine, leucine, and isoleucine degradation”. A further integration of metabolome and gene expression highlighted the functional roles of the <i>DLD</i> (dihydrolipoamide dehydrogenase), <i>WARS</i> (tryptophanyl-tRNA synthetase), and <i>RARS</i> (arginyl-tRNA synthetase) genes in metabolic pathways of valine and leucine. Furthermore, the essential regulations of <i>SLC30A6</i> (solute carrier family 30 (zinc transporter), member 6) in metabolic transportation for propionate, acetate, valine, and leucine under severe cold exposure were observed. Our findings presented a comprehensive characterization of the serum metabolome of Inner-Mongolia Sanhe cattle, and contributed to a better understanding of the crucial roles of regulations in metabolites and metabolic pathways during cold stress events in cattle.