The potentials of pulse peptides as cryoprotectants remain less exploited than other well-known applications, e.g., nutrient supplements, stabilizers, antioxidants etc. Thus, for the first time, this study screened a number of widely-used pulse peptides (pea, chickpea, lentil, mung bean, and white kidney bean) by evaluating their ice recrystallization inhibition (IRI) and thermal hysteresis (TH) activities. Then, chickpea peptide (CP) with the most prominent anti-freezing performance was selected for systematical evaluation of its cryoprotective effects on frozen dough in terms of water state, gluten structure, and storage stability. CP reduced the content of freezable water to 60% and unified the water distributions of frozen dough in a dose-dependent manner (0–6 g peptide per 100 g wheat flour). Freezing-induced changes on gluten disulfide bonds, secondary structures, and dough microstructures were also restrained. Accordingly, dumpling wrappers prepared from CP-added frozen dough manifested the reduced cracking rates (31%–5%), increased toughness (68%–79%), extensibility (82%–92%), and cooking stabilities. CP was rich in basic amino acids (arginine, lysine, and histidine), accounting for 27% of total amino acids, which were responsible for its outstanding cryoprotective activity. Chickpea peptide might therefore be a good candidate for development of high-performance dough cryoprotectants.