Constructed wetlands (CWs) have been successfully used for treating various wastewaters for decades and have been identified as a sustainable wastewater management option worldwide. However, the application of CW for wastewater treatment in frigid climate presents special challenges. Wetland treatment of wastewater relies largely on biological processes, and reliable treatment is often a function of climate conditions. To date, the rate of adoption of wetland technology for wastewater treatment in cold regions has been slow and there are relatively few published reports on CW applications in cold climate. This paper therefore highlights the practice and applications of treatment wetlands in cold climate. A comprehensive review of the effectiveness of contaminant removal in different wetland systems including: (1) free water surface (FWS) CWs; (2) subsurface flow (SSF) CWs; and (3) hybrid wetland systems, is presented. The emphasis of this review is also placed on the influence of cold weather conditions on the removal efficacies of different contaminants. The strategies of wetland design and operation for performance intensification, such as the presence of plant, operational mode, effluent recirculation, artificial aeration and in-series design, which are crucial to achieve the sustainable treatment performance in cold climate, are also discussed. This study is conducive to further research for the understanding of CW design and treatment performance in cold climate.