The extended‐range predictability of three simulated extreme cold events in East Asia in the Community Atmosphere Model (version 4) control experiment, whose atmospheric circulation backgrounds are similar to two recent observational cases, is investigated. The results show that they have a predictability of four pentads. Then, we evaluate the extent of the forecast uncertainty in the 4th pentad caused by the initial atmospheric uncertainties in the Arctic, which are large due to sparse instrumental observations. The initial uncertainty leading to the largest forecast uncertainty is obtained by the conditional nonlinear optimal perturbation method, and referred to as the CNOP‐type initial uncertainty. The forecast of the cold surge in the 4th pentad fails after adding the CNOP‐type initial uncertainty at day 0. In comparison, the forecast uncertainties are much weaker when the initial conditions are perturbed by noises, and the weaker influence may be due to the noises' lack of spatial structure. In terms of how the CNOP‐type initial uncertainty develops, a baroclinic structure is seen in the uncertainties on the first 2 days, followed by a propagating Rossby wave feature from the 2nd pentad to the 4th pentad. Meanwhile, synoptic transient eddy feedback also plays an essential role. The results suggest that the CNOP‐type initial uncertainty has potential to identify sensitive areas for targeted observations; plus, it could serve as a member of ensemble initial perturbations, since it indicates the largest uncertainty growth.