Weining cattle is a Chinese indigenous breed influenced by complex breeding and geographical background. The multi-ethnic breeding culture makes Weining cattle require more attention as livestock resources for its genetic diversity. Here, we used 10 Weining cattle (five newly sequenced and five downloaded) and downloaded another 48 genome data to understand the aspects of Weining cattle: genetic diversity, population structure, and cold-adapted performance. In the current study, a high level of genetic diversity was found in Weining cattle, and its breed comprised two potential ancestries, which were and . The positive selective sweep analysis in Weining cattle was analyzed using composite likelihood ratio (CLR) and nucleotide diversity (θπ), resulting in 203 overlapped genes. In addition, we studied the cold adaptation of Weining cattle by comparing with other Chinese cattle (Wannan and Wenshan cattle) by three methods ( , θπ-ratio, and XP-EHH). Of the top 1% gene list, and were analyzed, and these genes may be associated with fat metabolism and blood pressure regulation in cold adaptation. Our findings have provided invaluable information for the development and conservation of cattle genetic resources, especially in southwest China.