(1) Background: Cold exposure induces metabolic adaptations that can promote health benefits, including increased energy disposal due to lipid mobilization in adipose tissue (AT). This study aims to identify easily measurable biomarkers mirroring the effect of cold exposure on AT. (2) Methods: Transcriptomic analysis was performed in peripheral blood mononuclear cells (PBMCs) and distinct AT depots of two animal models (ferrets and rats) exposed to cold, and in PBMCs of cold-exposed humans. (3) Results: One week of cold exposure (at 4 °C) affected different metabolic pathways and gene expression in the AT of ferrets, an animal model with an AT more similar to humans than that of rodents. However, only one gene, Tlcd4, was affected in the same way (overexpressed) in aortic perivascular and inguinal AT depots and in PBMCs, making it a potential biomarker of interest. Subsequent targeted analysis in rats showed that 1 week at 4 °C also induced Tlcd4 expression in brown AT and PBMCs, while 1 h at 4 °C resulted in reduced Tlcd4 mRNA levels in retroperitoneal white AT. In humans, no clear effects were observed. Nevertheless, decreased PBMC TLCD4 expression was observed after acute cold exposure in women with normal weight, although this effect could be attributed to short-term fasting during the procedure. No effect was evident in women with overweight or in normal-weight men. (4) Conclusions: Our results obtained for different species point toward TLCD4 gene expression as a potential biomarker of cold exposure/fat mobilization that could tentatively be used to address the effectiveness of cold exposure-mimicking therapies.