Using the monthly mean temperature observation data from 17 meteorological observation stations in Hainan Province in last 40 years, according to “the Warm Winter Grade” national standard, the temporal and spatial distribution of cold winter is analyzed in this paper. On this basis, using 74 kinds of circulation index data provided by the National Climate Centre and NCEP/NCAR reanalysis datasets from 1977 to 2017, and the NOAA ERSST data, and the Ni〖AKn~D〗o3.4 and AO index data, this paper analyzes the causes of the cold winter over Hainan. The results show that the winter temperature over Hainan has the interdecadal characteristics in the last 40 years. In recent years, cold winter has happened frequently and appeared 12 times. The frequency of cold winter in southern Hainan is more than that in northern and central parts. The strength of the cold winter in northern area is stronger than that in southern. In cold winter, atmospheric circulation is abnormal in troposphere. Siberian high pressure and East Asian winter monsoon are strong, correspondingly the subtropical high pressure is weak, lying on an eastward position. All these reasons result in the winter temperature lower than average. In addition, the sea temperature of South China Sea is lower than average. The collective effect of cold phase of ENSO index and positive phase of AO index is beneficial to induce the anomalies of atmospheric circulation in troposphere, leading to low temperature over Hainan. Thus, cold winter appears.