Insect response to cold stress is often associated with adaptive strategies and chemical variation. However, low-temperature domestication to promote the cold tolerance potential of Bactrocera dorsalis and transformation of main internal substances are not clear. Here, we use a series of low-temperature exposure experiments, supercooling point (SCP) measurement, physiological substances and cryoprotectants detection to reveal that pre-cooling with milder low temperatures (5 and 10°C) for several hours (rapid cold hardening) and days (cold acclimation) can dramatically improve the survival rate of adults and pupae under an extremely low temperature (−6.5°C). Besides, the effect of rapid cold hardening for adults could be maintained even 4 h later with 25°C exposures, and SCP was significantly declined after cold acclimation. Furthermore, content of water, fat, protein, glycogen, sorbitol, glycerol and trehalose in bodies were measured. Results showed that water content was reduced and increased content of proteins, glycogen, glycerol and trehalose after two cold domestications. Our findings suggest that rapid cold hardening and cold acclimation could enhance cold tolerance of B. dorsalis by increasing proteins, glycerol, trehalose and decreasing water content. Conclusively, identifying a physiological variation will be useful for predicting the occurrence and migration trend of B. dorsalis populations.