Elucidating regulators and molecular mechanisms underlying gene transcriptional and post-transcriptional co-regulatory network is key to understand plant cold responses. Previous studies were mainly conducted on single species and however, whether the regulators and mechanisms are conserved across species remains elusive. Here, we select three species that diverged at early evolution of rosids (93-115 million years ago) and integrate phylotranscriptome and regulome data to investigate cold-responsive regulators and their regulatory networks across rosids. First, we identify over ten thousand cold-responsive genes including differentially expressed genes (DEGs) and alternative splicing genes (DASGs) in each species. Among DEGs, a set of transcription factor (TF) families (AP2/ERF, MYB, WRKY, NAC, etc.) and RNA binding protein (RBP) families (Ribosomal, RRM, DEAD, Helicase_C, etc.) are conserved in cold responses in rosids. Compared to TFs, RBPs show a delayed cold-responsive pattern, likely suggesting a hierarchical regulation of DEGs and DASGs. Further, we identify 259 overlapping DE-DASG orthogroups between DEGs and DASGs and interestingly, pathway analysis on each dataset of DEGs, DASGs, and DE-DASGs coincidently shows an enrichment of circadian rhythm. Evidentially, many circadian components are cold-regulated differentially at both transcriptional and post-transcriptional level. Moreover, we reason 226 cold-responsive genes regulated by at least two of five circadian components (CCA1, LHY, RV4, RVE8, and RVE7) in rosids. Finally, we unveil a conserved hierarchical network in dynamic transcriptional and post-transcriptional regulation launched by circadian components in rosids. Together, our results provide insights into core regulators and mechanisms underlying cold-responsive network across rosids, despite a long evolutionary history.