Proton exchange membrane (PEM) fuel cell faces the inevitable challenge of the cold start at a sub‐freezing temperature. Understanding the underlying degradation mechanisms in the cold start and developing a better starting strategy to achieve a quick startup with no degradation are essential for the wide application of PEM fuel cells. In this study, the comprehensive in situ non‐accelerated segmented techniques are developed to analyze the icing processes and obtain the degradation mechanisms under the conditions of freeze–thaw cycle, voltage reversal, and ice formation in different components of PEM fuel cells for different freezing time. A detailed degradation mechanism map in the cold start of PEM fuel cells is proposed to demonstrate how much degradation occurs under different conditions, whether the ice formation is acceptable under the actual operating conditions, and how to suppress the ice formation. Moreover, an ideal starting strategy is developed to achieve the cold start of PEM fuel cells without degradation. This map is highly valuable and useful for researchers to understand the underlying degradation mechanisms and develop the cold start strategy, thereby promoting the commercialization of PEM fuel cells.