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Antifreeze proteins are a class of polypeptides produced by certain animals, plants, fungi and bacteria that permit their survival under the subzero environments. Ammopiptanthus nanus is the unique evergreen broadleaf bush endemic to the Mid-Asia deserts. It survives at the west edge of the Tarim Basin from the disappearance of the ancient Mediterranean in the Tertiary Period. Its distribution region is characterized by the arid climate and extreme temperatures, where the extreme temperatures range from -30 °C to 40 °C. In the present study, the antifreeze protein gene AnAFP of A. nanus was used to transform Escherichia coli and tobacco, after bioinformatics analysis for its possible function. The transformed E. coli strain expressed the heterologous AnAFP gene under the induction of isopropyl β-D-thiogalactopyranoside, and demonstrated significant enhancement of cold tolerance. The transformed tobacco lines expressed the heterologous AnAFP gene in response to cold stress, and showed a less change of relative electrical conductivity under cold stress, and a less wilting phenotype after 16 h of -3 °C cold stress and thawing for 1h than the untransformed wild-type plants. All these results imply the potential value of the AnAFP gene to be used in genetic modification of commercially important crops for improvement of cold tolerance.