Hypothermia has been widely used to treat moderate to severe neonatal hypoxic-ischemic encephalopathy (HIE), yet evaluating the effects of hypothermia relies on clinical neurology, neuroimaging, amplitude-integrated electroencephalography, and follow-up data on patient outcomes. Biomarkers of brain injury have been considered for estimating the effects of hypothermia. Proteins specific to the central nervous system (CNS) are components of nervous tissue, and once the CNS is damaged, these proteins are released into biofluids (cerebrospinal fluid, blood, urine, tears, saliva), and they can be used as markers of brain damage. Clinical reports have shown that CNS-specific marker proteins (CNSPs) were early expressed in biofluids after brain damage and formed unique biochemical profiles. As a result, these markers may serve as an indicator for screening brain injury in infants, monitoring disease progression, identifying damage region of brain, and assessing the efficacy of neuroprotective measures. In clinical work, we have found that there are few reports on using CNSPs as biological signals in hypothermia for neonatal HIE. The aim of this article is to review the classification, origin, biochemical composition, and physiological function of CNSPs with changes in their expression levels after hypothermia for neonatal HIE. Hopefully, this review will improve the awareness of CNSPs among pediatricians, and encourage future studies exploring the mechanisms behind the effects of hypothermia on these CNSPs, in order to reduce the adverse outcome of neonatal HIE.