Cold environment is an inevitable stress source for humans and livestock in cold areas, which easily induce a cold stress response and then cause a series of abnormal changes in energy metabolism, neuroendocrine system, behavior and emotion. Homeostasis is maintained by the unified regulation of the autonomic nervous system, endocrine system, metabolism and behavior under cold exposure. Behavior is an indispensable part of the functional regulation of the body to respond to environmental changes. At present, the behavioral changes caused by cold exposure are unclear or even chaotic due to the difficulty of defining cold stress. Therefore, this study aims to systematically observe the changes in spontaneous movement, exploratory behavior and anxiety of mice under different intensity cold exposure and summarize the characteristics and behavior traits combined with relevant blood physiological indexes under corresponding conditions. Mice models of cold stress with different intensities were established (cold exposure gradients were 22 ℃, 16 ℃, 10 ℃ and 4 ℃, and time gradients of each temperature were 2 h, 4 h, 6 h, 8 h, 10 h and 12 h). After the corresponding cold exposure treatment, mice immediately carried out the open field test(OFT) and elevated plus maze test (PMT) to evaluate their spontaneous movement, exploratory behavior and anxiety. Subsequently, blood samples were collected and used for the determination of corticosterone (Cort), corticotropin-releasing hormone (CRH), epinephrine (E), norepinephrine (NE), dopamine (DA) and 5-hydroxytryptamine (5-HT) by enzyme-linked immunosorbent assay (ELISA). Spontaneous movement of mice increased under 22 ℃ cold exposure, but their exploration behavior did not significantly change, and their anxiety improved at the initial stage. The spontaneous movement and anxiety of mice increased in the initial stage and decreased in the later stage under cold exposure at 16, 10 and 4 ℃ and the exploratory behavior was inhibited. The hypothalamic–pituitary–adrenal (HPA) axis and locus coeruleus-noradrenergic (LC/NE) system were activated by cold stress and fluctuated with different intensities of cold exposure. Meanwhile, serum DA increased, and 5-HT was the opposite under different intensities of cold exposure. In conclusion, mild acute cold exposure promoted the spontaneous movement, increased exploratory behavior and improved anxiety. As the intensity of cold exposure increases, cold exposure had a negative effect on spontaneous movement, exploratory behavior and emotion. The physiological basis of these behavioral and emotional changes in mice under different intensity cold stimulation is the fluctuation of Cort, CRH, E, NE, DA and 5-HT.