In cold environments, most homeothermic animals increase their food intake to supply more energy to maintain body temperature, whereas most poikilothermic animals such as fishes decrease or even stop feeding under cold stress. However, the physiological value of fasting during cold resistance in poikilotherms has not been explained. Here, we show that moderate fasting largely enhanced cold resistance in fish. By using pharmacological (fenofibrate, mildronate, chloroquine and rapamycin) and nutritional approaches (fatty acids diets and amino acids diets) in wild‐type or specific gene knock‐out zebrafish models (carnitine palmitoyltransferase‐1b‐deficient strain, CPT1b−/−, or autophagy‐related protein 12‐deficient strain, ATG12−/−), we verified that fasting‐stimulated lipid catabolism and autophagy played essential roles in the improved cold resistance. Moreover, suppression of the mechanistic target of rapamycin (mTOR) pathway by using rapamycin mostly mimicked the beneficial effects of fasting in promoting cold resistance as either the physiological phenotype or transcriptomic pattern. However, these beneficial effects were largely reduced when the mTOR pathway was activated through high dietary leucine supplementation. We conclude that fasting helps fish to resist cold stress by modulating lipid catabolism and autophagy, which correlates with the mTOR signalling pathway. Therefore, fasting can act as a protective strategy of fish in resisting coldness.National Natural Science Fund (31830102, 31772859 and 31472290).