Plants enhance their cold stress tolerance by cold acclimation, a process which results in vast reprogramming of transcriptome, proteome and metabolome. Evidence suggests nitric oxide (NO) production during cold stress which regulates genes (especially the C-repeat binding factor (CBF) cold stress signalling pathway), diverse proteins including transcription factors (TFs) and phosphosphingolipids. About 59% (redox), 50% (defence/stress) and 30% (signalling) cold responsive proteins are modulated by NO-based post translational modifications (PTMs) namely S-nitrosylation, tyrosine nitration and S-glutathionylation, suggesting a cross-talk between NO and cold. Analysis of cold stress responsive deep proteome in apoplast, mitochondria, chloroplast and nucleus suggested continuation of this cross-talk in sub-cellular systems. Modulation of cold responsive proteins by these PTMs right from cytoskeletal elements in plasma membrane to TFs in nucleus suggests a novel regulation of cold stress signalling. NO-mediated altered protein transport in nucleus seems an important stress regulatory mechanism. This review addresses the NO and cold stress signalling cross-talk to present the overview of this novel regulatory mechanism.