Cold stress impacts woody tree growth and perennial production, especially when the temperature rapidly changes in late spring. To address this issue, we conducted the genome-wide identification of two important transcription factors (TFs), CBF (C-repeat binding factors) and ICE (inducers of CBF expression), in three walnut (Juglans) genomes. Although the CBF and ICE gene families have been identified in many crops, very little systematic analysis of these genes has been carried out in J. regia and J. sigillata. In this study, we identified a total of 16 CBF and 12 ICE genes in three Juglans genomes using bioinformatics analysis. Both CBF and ICE had conserved domains, motifs, and gene structures, which suggests that these two TFs were evolutionarily conserved. Most ICE genes are located at both ends of the chromosomes. The promoter cis-regulatory elements of CBF and ICE genes are largely involved in light and phytohormone responses. Based on 36 RNA sequencing of leaves from four walnut cultivars (‘Zijing’, ‘Lvling’, ‘Hongren’, and ‘Liao1’) under three temperature conditions (8 °C, 22 °C, and 5 °C) conditions in late spring, we found that the ICE genes were expressed more highly than CBFs. Both CBF and ICE proteins interacted with cold-related proteins, and many putative miRNAs had interactions with these two TFs. These results determined that CBF1 and ICE1 play important roles in the tolerance of walnut leaves to rapid temperature changes. Our results provide a useful resource on the function of the CBF and ICE genes related to cold tolerance in walnuts.