Rhodotorula glutinis is a biotechnologically important oleaginous red yeast that has piqued interest as a promising platform strain to industrially synthesize numerous valuable compounds such as carotenoids, lipids, and exopolysaccharides. Here, the effects of low and high culture temperatures on carotenoids, lipids, and exopolysaccharides production in R. glutinis ZHK were investigated. The results indicated that low temperature (16 °C) significantly increased crude exopolysaccharides production, while high temperature (32 °C) significantly increased certain carotenoids (torulene and torularhodin) and total lipids production as compared to control (25 °C) after 5 days of cultivation. Multi-omics analysis suggested that low temperature promotes exopolysaccharide synthesis probably because more exopolysaccharide precursors are made when the expression levels of related protein-encoding genes and activities of their encoded enzymes in the TCA cycle pathway are reduced. Furthermore, high temperature enhances the yield of torulene, torularhodin, and total lipids might be attributed to the increased production of acetyl-CoA derived from the up-regulation of the TCA cycle pathway, as well as the up-regulation of related pathways directly related to carotenogenesis and lipogenesis. This work should uncover a feasible fermentation process for improving carotenoids, lipids, and exopolysaccharides production in R. glutinis ZHK, and provide molecular foundation to further improve their yield by genetic engineering.