Most bamboo species including Moso bamboo (Phyllostachys edulis) are tropical or subtropical plants that greatly contribute to human well-being. Low temperature is one of the main environmental factors restricting bamboo growth and geographic distribution. Our knowledge of the molecular changes during bamboo adaption to cold stress remains limited. Here, we provided a general overview of the cold-responsive transcriptional profiles in Moso bamboo by systematically analyzing its transcriptomic response under cold stress. Our results showed that low temperature induced strong morphological and biochemical alternations in Moso bamboo. To examine the global gene expression changes in response to cold, 12 libraries (non-treated, cold-treated 0.5, 1 and 24 h at -2 °C) were sequenced using an Illumina sequencing platform. Only a few differentially expressed genes (DEGs) were identified at early stage, while a large number of DEGs were identified at late stage in this study, suggesting that the majority of cold response genes in bamboo are late-responsive genes. A total of 222 transcription factors from 24 different families were differentially expressed during 24-h cold treatment, and the expressions of several well-known C-repeat/dehydration responsive element-binding factor negative regulators were significantly upregulated in response to cold, indicating the existence of special cold response networks. Our data also revealed that the expression of genes related to cell wall and the biosynthesis of fatty acids were altered in response to cold stress, indicating their potential roles in the acquisition of bamboo cold tolerance. In summary, our studies showed that both plant kingdom-conserved and species-specific cold response pathways exist in Moso bamboo, which lays the foundation for studying the regulatory mechanisms underlying bamboo cold stress response and provides useful gene resources for the construction of cold-tolerant bamboo through genetic engineering in the future.