Cryogenic integrated nonlinear photonics can provide fundamental building blocks for scalable photonic quantum computing and optical interfacing among different platforms. Here, we investigate the spontaneous four-wave mixing effect in an integrated silicon waveguide with cryogenic operating conditions (4 K) and employ the system to generate the entangled photon-pair source, one of the key elements of photonic quantum information applications. We experimentally prove that even at cryogenic temperatures, the four-wave mixing effect in silicon waveguides is still an effective method to generate quantum photonic sources. The cryogenic photon-pair source is verified over multiple frequency channels within a bandwidth of ∼2THz. Furthermore, the source is used to generate high-quality frequency-multiplexed energy–time entangled states. Our results will advance the development of cryogenic nonlinear photonics and scalable integrated photonics for quantum information processing.