Moso bamboo leaf copes well with the cold winter in southeastern China. However, until now, there has been almost no work reporting on its adaptation mechanisms to cold weather. Herein, we found that Moso bamboo leaf has evolved several anatomical structures that may play a role in enhancing its cold tolerance. These structures include fewer fusiform cells, smaller bulliform cells, lower stomata density, and many more trichomes, as well as lower relative water content than in the leaf of a cold-sensitive bamboo species, Bambusa ventricosa. Untargeted metabolomic analysis revealed that the winter leaf of Moso bamboo had ten- to thousand-fold higher stress-resistant metabolites such as glutathione, trehalose and ascorbic acid than the leaf of B. verntricosa on both warm and cold days. In contrast to the leaves that grew on a warm day, some metabolites such as glutathione and trehalose increased dramatically in the leaves of Moso bamboo that grew on a cold day. However, they unexpectedly decreased in the leaf of B. ventricosa growing at cold temperatures. Transcriptome analysis revealed a cold stress response network that includes trehalose, glutathione, flavonoid metabolism, DNA repair, reactive oxygen species degradation, stress-associated genes, and abiotic stress-related plant hormones such as jasmonic acid, abscisic acid, and ethylene. The potential mediator transcription factors such as EREBP, HSF, MYB, NAC, and WRYK were also found to be significantly upregulated in Moso bamboo leaves growing at cold temperatures. Interestingly, a large number of newly identified genes were found to be involved in the transcriptome of the winter leaf of Moso bamboo. Most of these new genes have not even been annotated yet. The above results indicate that the Moso bamboo leaf has evolved special histological structures, metabolic pathways, and a cold stress tolerant transcriptome to adapt to the cold weather in its distribution areas.