Abrupt temperature reduction in winter wheat at either autumn seedling stage prior to vernalisation or early spring crown stage can cause severe crop damage and reduce production. Many studies have reported the physiological and molecular mechanisms underlying cold acclimation in winter wheat by comparing it with spring wheat. However, processes associated with abrupt temperature reduction in autumn seedling stage prior to vernalisation in winter wheat are less understood. In this study, physiological and molecular responses of winter wheat seedlings to abrupt low temperature (LT) stress were characterised in the relatively LT-tolerant winter wheat cultivar Shixin 828 by comparing it with the relatively LT-sensitive cultivar Shiluan 02-1 using a combination of physiological, proteomics and biochemical approaches. Shixin 828 was tolerant to abrupt LT stress, while Shiluan 02-1 exhibited high levels of reactive oxygen species (ROS) and leaf cell death. Significant increases in relative abundance of antioxidant-related proteins were found in Shixin 828 leaves, which correlate with observed higher antioxidant enzyme activity in Shixin 828 compared to Shiluan 02-1. Proteomics analysis also indicated that carbohydrate metabolism-related proteins were more abundant in Shiluan 02-1, correlating with observed accumulation of soluble sugars in Shiluan 02-1 leaves. Amino acid analysis revealed a strong response to LT stress in wheat leaves. A negative effect of exogenous sucrose on LT tolerance was also found. This study indicates that high ROS scavenging capacity and high abundance of photosynthesis-related proteins might play a role in winter wheat response to abrupt LT stress. In contrast, excess accumulation of soluble sugars might be disadvantageous for LT tolerance in the wheat cultivar Shiluan 02-1.