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Extreme weather poses huge challenges for animals that must adapt to wide variations in environmental temperature and, in many cases, it can lead to the local extirpation of populations or even the extinction of an entire species. Previous studies have found that one element of amphibian adaptation to environmental stress involves changes in mitochondrial gene expression at low temperatures. However, to date, comparative studies of gene expression in organisms living at extreme temperatures have focused mainly on nuclear genes. This study sequenced the complete mitochondrial genomes of five Asian hylid frog species: Dryophytes japonicus, D. immaculata, Hyla annectans, H. chinensis and H. zhaopingensis. It compared the phylogenetic relationships within the Hylidae family and explored the association between mitochondrial gene expression and evolutionary adaptations to cold stress. The present results showed that in D. immaculata, transcript levels of 12 out of 13 mitochondria genes were significantly reduced under cold exposure (p < 0.05); hence, we put forward the conjecture that D. immaculata adapts by entering a hibernation state at low temperature. In H. annectans, the transcripts of 10 genes (ND1, ND2, ND3, ND4, ND4L, ND5, ND6, COX1, COX2 and ATP8) were significantly reduced in response to cold exposure, and five mitochondrial genes in H. chinensis (ND1, ND2, ND3, ND4L and ATP6) also showed significantly reduced expression and transcript levels under cold conditions. By contrast, transcript levels of ND2 and ATP6 in H. zhaopingensis were significantly increased at low temperatures, possibly related to the narrow distribution of this species primarily at low latitudes. Indeed, H. zhaopingensis has little ability to adapt to low temperature (4 °C), or maybe to enter into hibernation, and it shows metabolic disorder in the cold. The present study demonstrates that the regulatory trend of mitochondrial gene expression in amphibians is correlated with their ability to adapt to variable climates in extreme environments. These results can predict which species are more likely to undergo extirpation or extinction with climate change and, thereby, provide new ideas for the study of species extinction in highly variable winter climates.