Natural rubber is an indispensable commodity used in approximately 40,000 products and is fundamental to the tire industry. Among the species that produce latex, the rubber tree [Hevea brasiliensis (Willd. ex Adr. de Juss.) Muell-Arg.], a species native to the Amazon rainforest, is the major producer of latex used worldwide. The Amazon Basin presents optimal conditions for rubber tree growth, but the occurrence of South American leaf blight, which is caused by the fungus Microcyclus ulei (P. Henn) v. Arx, limits rubber tree production. Currently, rubber tree plantations are located in scape regions that exhibit suboptimal conditions such as high winds and cold temperatures. Rubber tree breeding programs aim to identify clones that are adapted to these stress conditions. However, rubber tree breeding is time-consuming, taking more than 20 years to develop a new variety. It is also expensive and requires large field areas. Thus, genetic studies could optimize field evaluations, thereby reducing the time and area required for these experiments. Transcriptome sequencing using next-generation sequencing (RNA-seq) is a powerful tool to identify a full set of transcripts and for evaluating gene expression in model and non-model species. In this study, we constructed a comprehensive transcriptome to evaluate the cold response strategies of the RRIM600 (cold-resistant) and GT1 (cold-tolerant) genotypes. Furthermore, we identified putative microsatellite (SSR) and single-nucleotide polymorphism (SNP) markers. Alternative splicing, which is an important mechanism for plant adaptation under abiotic stress, was further identified, providing an important database for further studies of cold tolerance.