Domestication can be defined as the artificial selection in animals to achieve morphological, physiological, and developmental conformity to human needs, with the aim of improving various limitations in species under a human feeding environment. The future sustainability of aquaculture may rely partly on the availability of numerous domesticated fish species. However, the underlying adaptive mechanisms that result in the domestication of fish are still unclear. Because they are poikilothermic, temperature is a key environmental element that affects the entire life of fish, so studying the association between physiological and behavioral changes in low-temperature domesticated fish can provide a model for understanding the response mechanisms of fish under cold stress. Through 5 generations and 10 years of artificial selection at low temperatures, we used cold-tolerant fugu as a biological model to compare transcriptome changes in brain and liver tissues to study the effects of cold stress on fish. It was found that the expression of genes such as apoptosis, p53, oxidative phosphorylation, and mitochondrial β-oxidation in the brain of cold-tolerant fugu was significantly lower than the wild type due to cold stress, while excessive energy metabolism would lead to the production of reactive oxygen species (ROS) and exacerbate the brain damage, thus causing rollover and coma. Meanwhile, under cold stress, the signaling pathways involved in glycogenolysis and lipid metabolism, such as insulin signaling, adipocytokines, and mTOR signaling pathways, were significantly up-regulated in the liver of cold-tolerant fugu. Although the mitochondrial β-oxidation pathway was increased in cold-tolerant fugu liver tissues, the transcriptome was not enriched in apoptotic. These phenomena predict that in response to low-temperature conditions, cold-tolerant fugu employs a dynamic inter-organ metabolic regulation strategy to cope with cold stress and reduce damage to brain tissues.