This study investigates the changes in winter cold extreme events over East Asia in the present and future climates. Two distinct terms to indicate cold extreme events are analyzed: “cold day,” which describes a temperature below a certain threshold value (e.g., simply cold weather), and “cold surge,” which describes an abrupt temperature drop (e.g., relatively colder weather than a previous day). We analyze both observations and long-term climate simulations from 13 atmospheric and oceanic coupled global climate models (CGCMs). The geographical distribution of sea level pressure corresponding to a cold day (cold surge) is represented by a dipole (wave train) feature. Although cold day and cold surge show similar patterns of surface air temperature, they are induced by the out-of-phase sea level pressures. From the results of our analysis of a series of future projections for the mid and late twenty-first century using the 13 CGCMs, cold day occurrences clearly decrease with an increasing mean temperature (a correlation coefficient of −0.49), but the correlation between cold surge occurrences and the mean temperature is insignificant (a correlation coefficient of 0.08), which is supported by the same results in recent observation periods (1980–2006). Thus, it is anticipated that cold surge occurrences will remain frequent even in future warmer climate. This deduction is based on the future projections in which the change in the day-to-day temperature variability is insignificant, although the mean temperature shows significant increase. The present results suggest that living things in the future, having acclimatized to a warmer climate, would suffer the strong impact of cold surges, and hence the issue of vulnerability to cold surges should be treated seriously in the future.