Abstract: Based on the daily observation data of 66 weather stations in Fujian Province from 1960 to 2020, namely, the Pacific Decadal Oscillation (PDO) monthly index, El Niño/Southern Oscillation (ENSO) monthly index, and National Centers for Environmental Prediction/National Center for Atmospheric Research daily reanalysis data, the multi-scale features and impact factors of winter persistent cold events are discussed using the power spectrum analysis, wavelet decomposition, and composition analysis. The results were as follows: (1) 114 persistent cold events occurred between 1961 and 2020. These events frequently occurred with stronger mean intensity before the mid-80s; however, they decreased significantly with weaker mean intensity after that period. The prevalent duration was 5–11 days, even up to 40 days. (2) The winter cold index exists substantially in 10–20-day and 30–60-day low-frequency periods and in 2–8 years on the interannual scale. (3) The persistent cold events in winter are closely related to the ENSO events, atmospheric intraseasonal oscillations, and cold air activities. PDO and ENSO in the negative phases were favorable for the occurrence and duration of persistent cold events. When tropical convection prevailed in maritime continents and the western Pacific Ocean, persistent cold events occurred frequently. Furthermore, the cold northerly airflow guided by the strong Siberian High could reach the southern region of South China, which triggered the persistent cold event in Fujian Province. (4) By comparing the persistent cold events by different durations, the “short”, “medium”, and “long” events are characterized by the west, east, and middle cold air paths, respectively.