Climate change has led to the search for strategies to acclimatize plants to various abiotic stressors to ensure the production and quality of crops of commercial interest. Sorghum is the fifth most important cereal crop, providing several uses including human food, animal feed, bioenergy, or industrial applications. The crop has an excellent adaptation potential to different types of abiotic stresses, such as drought, high salinity, and high temperatures. However, it is susceptible to low temperatures compared with other monocotyledonous species. Here, we have reviewed and discussed some of the research results and advances that focused on the physiological, metabolic, and molecular mechanisms that determine sorghum cold tolerance to improve our understanding of the nature of such trait. Questions and opportunities for a comprehensive approach to clarify sorghum cold tolerance or susceptibility are also discussed.