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This study investigates the characteristics of cold events affecting eastern China during November–March of 1979–2018 using station observations and the ERA5 reanalysis, focusing five major cities (Beijing, Zhengzhou, Wuhan, Shanghai and Guangzhou) for their high vulnerability and distinct local thermal conditions than the broader climate regimes. For each city, cold day (CD) (one or more continuous days where the temperature falls below the local 5th percentiles) and cold surge (CS) (a period of 1–3 days with a total temperature decrease exceeding 8°C) were both examined in aspects of occurrence frequency, circulation characteristics and health impacts. Results show that the northern cities are relatively more/less exposed to CD/CS than the southern cities. At all five cities, the two types of events rarely coincide and exhibit distinct multiple‐year variations, as CD and CS are, respectively, dominated by continental‐ and regional‐scale circulations. However, both types of events are associated with the interplay of the East Asia trough at 300 hPa and the Siberian high, Aleutian low and subtropical high at 850 hPa. Results also show that during CDs in these cities, the effective temperatures (ET), which take into account of the near‐surface wind speed and humidity, are often about 5°C lower than the actual temperatures. The ET decreases are larger than the actual temperature drops in most CSs, yet in specific scenarios (primarily in Beijing and Zhengzhou when the temperature drop is relatively small), the ET drop can be less pronounced, as the possible decrease of wind speed and/or humidity can partially mitigate the ET decrease caused by dropping temperatures. These underline the complexity of health impacts of cold events, which vary regionally due to differences in covariations of temperature, wind speed and relative humidity. There aspects are worthy of further investigation. [ABSTRACT FROM AUTHOR]