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Piglets are susceptible to cold, and piglet death caused by cold stress leads to economic losses in the pig industry in cold areas. Skeletal muscle plays a key role in adaptive thermogenesis in mammals, but the related mechanism in pigs is unclear. In this study, cold-tolerant Tibetan pigs and cold-sensitive Bama pigs were subjected to either a cold environment (4 °C) or a room temperature environment (25 °C) for 3 days. The biceps femoris (BF) and longissimus dorsi muscle (LDM) were collected for phenotypic analysis, and the BF was used for genome-wide transcriptional profiling. Our results showed that Tibetan pigs had a higher body temperature than Bama pigs upon cold stimulation. RNA-seq data indicated a stronger transcriptional response in the skeletal muscle of Tibetan pigs upon cold stimulation, as more differentially expressed genes (DEGs) were identified with the same criteria ( p < 0.05 and fold change > 2). In addition, distinct pathway signaling patterns in skeletal muscle upon cold exposure were found between the breeds of pigs. Mitochondrial beta-oxidation-related genes and pathways were significantly upregulated in Tibetan pigs, indicating that Tibetan pigs may use fatty acids as the primary fuel source to protect against cold. However, the significant upregulation of inflammatory response- and glycolysis-related genes and pathways in the skeletal muscle of Bama pigs suggested that these pigs may use glucose as the primary fuel source in cold environments. Together, our study revealed the distinct transcriptional responses of skeletal muscle to cold stimulation in Tibetan pigs and Bama pigs and provided novel insights for future investigation of the cold adaptation mechanism in pigs.