How to enhance fruit tolerance to cold stress is an important biological interest. In this paper, we found that mango (Mangifera indica L.) fruit treated with 10 μM brassinolide (BL) showed a higher tolerance to cold temperature of 5 °C. Further, we compared the changes in expression profiles of plasma membrane (PM) proteins and the corresponding gene expressions between BL-treated and control fruit. Fourteen differential proteins were positively identified by mass spectrometry, and were categorized into four groups, including transport, cellular biogenesis, defense and stress response, and unknown function. Among them, four proteins (remorin, abscisic stress ripening-like protein, type II SK2 dehydrin, and temperature-induced lipocalin) and genes encoding these proteins were up-regulated in BL treatment under cold stress. Moreover, we found that PM lipids in BL-treated fruit showed lower phase transition temperature and higher unsaturation degree, leading to higher fluidity under low temperature. These findings ascertain that PM proteins and lipids are involved in BL-mediated responses to cold stress in mango fruit, and provide novel evidence that BL plays an important role in regulating cold stress tolerance in fruit.