Cold World may refer to:
- Cold World (EP), a 1991 EP by Godflesh
- "Cold World" (Steve "Silk" Hurley song), 1989, featuring Jamie Principle
- "Cold World" (GZA song), 1995
- Cold World (Naomi Shelton & the Gospel Queens album), 2014
- Cold World (Of Mice & Men album), 2016
- "Cold World", a 2021 song by G Herbo from the album 25