The pineapple (Ananas comosus) is cold sensitive. Most cultivars are injured during winter periods, especially in sub-tropical regions. There is a lack of molecular information on the pineapple’s response to cold stress. In this study, high-throughput transcriptome sequencing and gene expression analysis were performed on plantlets of a cold-tolerant genotype of the pineapple cultivar ‘Shenwan’ before and after cold treatment. A total of 1,186 candidate cold responsive genes were identified, and their credibility was confirmed by RT-qPCR. Gene set functional enrichment analysis indicated that genes related to cell wall properties, stomatal closure and ABA and ROS signal transduction play important roles in pineapple cold tolerance. In addition, a protein association network of CORs (cold responsive genes) was predicted, which could serve as an entry point to dissect the complex cold response network. Our study found a series of candidate genes and their association network, which will be helpful to cold stress response studies and pineapple breeding for cold tolerance.