Cold stress is an important factor affecting cattle health, production performance, and reproductive efficiency. Understanding of the potential mechanism underlying genetic adaptation to local environments, particularly extreme cold environment, is limited. Here, by using FLK and hapFLK methods, we found that the Zinc finger CCCH-type containing 10 (ZC3H10) gene underwent positive selection in the Menggu, Fuzhou, Anxi, and Shigatse humped cattle breeds that are distributed in the cold areas of China. Furthermore, ZC3H10 expression significantly increased in bovine fetal fibroblast (BFF) cells at 28 °C for 4 h. ZC3H10 knockout BFFs were generated using CRISPR/Cas9. Wild and ZC3H10-deleted BFFs were treated at two temperatures and were divided into four groups (WT, wild and cultured at 38 °C; KO, ZC3H10−/− and 38 °C; WT_LT, wild, and 28 °C for 4 h; and KO_LT, ZC3H10−/− and 28 °C for 4 h. A total of 466, 598, 519, and 650 differently expressed genes (two-fold or more than two-fold changes) were identified by determining transcriptomic difference (KO_LT vs. KO, WT_LT vs. WT, KO vs. WT, and KO_LT vs. WT_LT, respectively). Loss of ZC3H10 dysregulated pathways involved in thermogenesis and immunity, and ZC3H10 participated in immunity-related pathways induced by cold stress and regulated genes involved in glucose and lipid metabolism and lipid transport (PLTP and APOA1), thereby facilitating adaptability to cold stress. Our findings provide a foundation for further studies on the function of ZC3H10 in cold stress and development of bovine breeding strategies for combatting the influences of cold climate.