Cold stress is one of the major factors limiting global crop production. For survival at low temperatures, plants need to sense temperature changes in the surrounding environment. How plants sense and respond to the earliest drop in temperature is still not clearly understood. The plasma membrane and its adjacent extracellular and cytoplasmic sites are the first checkpoints for sensing temperature changes and the subsequent events, such as signal generation and solute transport. To understand how plants respond to early cold exposure, we used a mass spectrometry-based phosphoproteomic method to study the temporal changes in protein phosphorylation events in Arabidopsis membranes during 5 to 60 min of cold exposure. The results revealed that brief cold exposures led to rapid phosphorylation changes in the proteins involved in cellular ion homeostasis, solute and protein transport, cytoskeleton organization, vesical trafficking, protein modification, and signal transduction processes. The phosphorylation motif and kinase–substrate network analysis also revealed that multiple protein kinases, including RLKs, MAPKs, CDPKs, and their substrates, could be involved in early cold signaling. Taken together, our results provide a first look at the cold-responsive phosphoproteome changes of Arabidopsis membrane proteins that can be a significant resource to understand how plants respond to an early temperature drop.