The Chinese white wax scale insect, Ericerus pela, can survive at extremely low temperatures, and some overwintering individuals exhibit supercooling at temperatures below -30°C. To investigate the deep supercooling ability of E. pela, transcriptomic and proteomic analyses were performed to delineate the major gene and protein families responsible for the deep supercooling ability of overwintering females. Gene Ontology (GO) classification and Kyoto Encyclopedia of Genes and Genomes (KEGG) analysis indicated that genes involved in the mitogen-activated protein kinase, calcium, and PI3K-Akt signaling pathways and pathways associated with the biosynthesis of soluble sugars, sugar alcohols and free amino acids were dominant. Proteins responsible for low-temperature stress, such as cold acclimation proteins, glycerol biosynthesis-related enzymes and heat shock proteins (HSPs) were identified. However, no antifreeze proteins (AFPs) were identified through sequence similarity search methods. A random forest approach identified 388 putative AFPs in the proteome. The AFP gene ep-afp was expressed in Escherichia coli, and the expressed protein exhibited a thermal hysteresis activity of 0.97°C, suggesting its potential role in the deep supercooling ability of E. pela.