To maintain core body temperature in cold conditions, mammals activate a complex multi-organ metabolic response for heat production. White adipose tissue (WAT) primarily functions as an energy reservoir, while brown adipose tissue (BAT) is activated during cold exposure to generate heat from nutrients. Both BAT and WAT undergo specific metabolic changes during acute cold exposure. Here, we use an untargeted metabolomics approach to characterize the initial metabolic response to cold exposure in multiple adipose tissue depots in mice. Results demonstrate dramatically distinct metabolic responses during cold exposure in BAT and WAT. Amino acids, nucleotide pathways, and metabolites involved in redox regulation were greatly affected 4 hours post-exposure in BAT, while no polar metabolites were observed to significantly change in WAT depots up to 6 hours post exposure. Lipid metabolism was activated early (2 hours) in both BAT and the subcutaneous WAT depots, with the most striking change being observed in the modulation of diglyceride and monoglyceride levels in BAT. Overall, these data provide a timeline of global thermogenic metabolism in adipose depots during acute cold exposure. We have highlighted differences in visceral and subcutaneous WAT thermogenic metabolism and demonstrate the distinct metabolism of BAT during cold exposure.