Cold stress significantly affects gene expression in adipocytes; studying this phenomenon can help reveal the pathogeneses of conditions such as obesity and insulin resistance. Adipocyte triglyceride lipase (ATGL); cell death-inducing deoxyribonucleic acid (DNA) fragmentation factor subunit alpha (DFFA)-like effector (CIDEA); and uncoupling protein genes UCP1, UCP2, and UCP3 are the most studied genes in pig adipose tissues under cold stress. However, contradictory results have been observed in gene expression changes to UCP3 and UCP2 when adipose tissues under cold stress were examined. Therefore, we conducted a meta-analysis of 32 publications in total on the effect of cold stress on the expression of ATGL, CIDEA, UCP2, and UCP3. Our results showed that cold stress affected the expression of swine adipocyte genes; specifically, it was positively correlated with the expression of UCP3 in swine adipocytes. Conversely, expression of ATGL was negatively affected under cold stress conditions. In addition, the loss of functional UCP1 in pigs likely triggered a compensatory increase in UCP3 activity. We also simulated the docking results of UCP2 and UCP3. Our results showed that UCP2 could strongly bind to adenosine triphosphate (ATP), meaning that UCP3 played a more significant role in pig adipocytes.