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Energy metabolism, cholesterol metabolism, and apoptosis are key physiological responses to cold stress in fish. However, the molecular mechanisms underlying these processes and their interactions remain insufficiently understood, particularly regarding their molecular interactions. In this study, we integrated physiological, histological, metabolomic, and transcriptomic approaches to reveal the molecular responses of the cold-sensitive Pangasianodon hypophthalmus (13.52 ± 1.54 g) to programmed cooling (25 °C, 20 °C, 15 °C). Our results demonstrate that cold stress induces energy stress, cholesterol metabolism disorder, and apoptosis in P. hypophthalmus. Specifically, it manifests as increased serum antioxidant activity, decreased cholesterol levels, tissue damage in the gills, liver, and muscle accompanied by elevated apoptotic signals, ultrastructural damage to hepatic mitochondria, and a significant reduction in mitochondrial membrane potential. Integrated metabolomic and transcriptomic analysis identified AMPK, PPAR, PI3K/AKT/mTOR, cholesterol metabolism, primary bile acid biosynthesis, bile secretion, and intrinsic mitochondrial apoptosis pathways as key pathways of energy metabolism, cholesterol metabolism, and apoptosis under cold stress. Inhibition of AMPK and PPAR signaling pathways, along with disrupted cholesterol metabolism, represents a major factor contributing to cold stress intolerance in P. hypophthalmus. Inhibition of cholesterol synthesis during cold stress, likely through suppression of the hmgcr, was central to cholesterol metabolic disturbances. Under cold stress, concurrent inhibition of PI3K/AKT/mTOR, cholesterol metabolism, bile acid biosynthesis, and bile secretion pathways reshaped energy metabolism to accommodate increased energy demands. When the AMPK pathway is inhibited, p53 may also function to suppress biosynthetic processes, thereby maintaining a specific metabolic state under cold stress. The results of qPCR and Western blot further support the reliability of our conclusions. In summary, these findings clarify the regulatory mechanisms and interactions among energy metabolism, cholesterol metabolism, and apoptosis in P. hypophthalmus under cold stress, providing a basis for enhancing fish resilience to cold stress challenges.