Implementation of anaerobic ammonium oxidation (anammox) below its optimal temperature, known as “cold anammox”, may lead to its common use in wastewater treatment plants, reducing the operational costs of wastewater treatment. Thus, we investigated the effects of immobilization in polyvinyl alcohol–sodium alginate gel beads on anammox performance at temperatures of 30 °C, 23 °C, and 15 °C in laboratory-scale sequencing batch reactors. We determined the relative gene abundance of the nitrogen removal bacterial groups, which are considered as the key functional microbes of nitrogen cycle in activated sludge: denitrifies, ammonia-oxidizing bacteria, nitrite-oxidizing bacteria, and anammox bacteria. Nitrogen removal efficiency was higher for immobilized anammox sludge in comparison with non-immobilized anammox biomass at each investigated temperature. At 30 °C, nitrogen removal efficiency was 83.7 ± 6.46% for immobilized reactor, and 79.4 ± 7.83% for the control reactor, while at 15 °C was remained at the level of 50 ± 2.5% for immobilized reactor, and fluctuated from 13.2 to 45.3% for the control one. During temperature shifts, the process was also more stable in the case of the reactor with immobilized biomass. A statistically significant correlation was found between nitrogen removal efficiency and hydrazine oxidoreductase gene abundance.