DNA methylation is an essential epigenetic mechanism involved in multiple biological processes. However, the relationship between DNA methylation and cold acclimation remains poorly understood. In this study, Methylated DNA Immunoprecipitation Sequencing (MeDIP-seq) was performed to reveal a genome-wide methylation profile of zebrafish (Danio rerio) embryonic fibroblast cells (ZF4) and its variation under cold pressure. MeDIP-seq assay was conducted with ZF4 cells cultured at appropriate temperature of 28°C and at low temperature of 18°C for 5 (short-term) and 30 (long-term) days, respectively. Our data showed that DNA methylation level of whole genome increased after a short-term cold exposure and decreased after a long-term cold exposure. It is interesting that metabolism of folate pathway is significantly hypomethylated after short-term cold exposure, which is consistent with the increased DNA methylation level. 21% of methylation peaks were significantly altered after cold treatment. About 8% of altered DNA methylation peaks are located in promoter regions, while the majority of them are located in non-coding regions. Methylation of genes involved in multiple cold responsive biological processes were significantly affected, such as anti-oxidant system, apoptosis, development, chromatin modifying and immune system suggesting that those processes are responsive to cold stress through regulation of DNA methylation. Our data indicate the involvement of DNA methylation in cellular response to cold pressure, and put a new insight into the genome-wide epigenetic regulation under cold pressure.