Xanthoceras sorbifolia, a medicinal and oil-rich woody plant, has great potential for biodiesel production. However, little study explores the link between gene expression level and metabolite accumulation of X. sorbifolia in response to cold stress. Herein, we performed both transcriptomic and metabolomic analyses of X. sorbifolia seedlings to investigate the regulatory mechanism of resistance to low temperature (4 °C) based on physiological profile analyses. Cold stress resulted in a significant increase in the malondialdehyde content, electrolyte leakage and activity of antioxidant enzymes. A total of 1,527 common differentially expressed genes (DEGs) were identified, of which 895 were upregulated and 632 were downregulated. Annotation of DEGs revealed that amino acid metabolism, glycolysis/gluconeogenesis, starch and sucrose metabolism, galactose metabolism, fructose and mannose metabolism, and the citrate cycle (TCA) were strongly affected by cold stress. In addition, DEGs within the plant mitogen-activated protein kinase (MAPK) signaling pathway and TF families of ERF, WRKY, NAC, MYB, and bHLH were transcriptionally activated. Through metabolomic analysis, we found 51 significantly changed metabolites, particularly with the analysis of primary metabolites, such as sugars, amino acids, and organic acids. Moreover, there is an overlap between transcript and metabolite profiles. Association analysis between key genes and altered metabolites indicated that amino acid metabolism and sugar metabolism were enhanced. A large number of specific cold-responsive genes and metabolites highlight a comprehensive regulatory mechanism, which will contribute to a deeper understanding of the highly complex regulatory program under cold stress in X. sorbifolia.