Ambient temperature (Ta) fluctuation is a key factor affecting the growth performance and economic returns of pigs. However, whether the response of intestinal structure and function are related to pig breeds in low Ta has not been investigated yet. In this study, Large White (LW) pigs, Jinfen White (JFW) pigs and Mashen (MS) pigs were raised in artificial climate chambers under normal Ta (25 °C) and low Ta (4 °C) for 96 h. Afterwards, the decrease in body temperature and complete blood counts (CBC) of all pigs were measured. Hematoxylin–eosin, immunohistochemical staining, qPCR and ELISA were used to investigate their intestinal mucosa integrity and inflammatory response. The results showed that MS pigs could maintain a normal body temperature and villus structure after 4 °C stimulation compared with those of LW and JFW pigs. Villus height and villus height/crypt depth of MS pigs were significantly higher than those of LW and JFW pigs at 4 °C. Low-Ta stimulation increased the digestion of carbohydrates of all pigs. Meanwhile, low Ta enhanced the activity of lipase in LW pigs and increased trypsin activity in MS and JFW pigs. Furthermore, low-Ta stimulation significantly downregulated the protein of tight junction and upregulated the mRNA expression of inflammatory cytokines in MS pigs. MS pigs also showed stronger spleen immune function at 4 °C. These results indicated that the local MS pig breed had stronger intestinal function in low Ta by producing a stronger inflammatory response, which lays the foundation for further study on the mechanism of cold tolerance in pigs.