Despite traditional risk factors such as aging and hyperlipemia for cardiovascular disease (CVD) mortality, many studies have also confirmed that both hot and cold ambient temperatures are associated with CVD mortality. This paper aims to explore the effects of consecutive moderately cold days on CVD mortality in the warm city Shenzhen during relatively cold months from 2011 to 2015. In this study, totally there were 4589 CVD death cases among the residents during a total of 24 relatively cold months. Effects of consecutive cold days on CVD mortality was evaluated by the daily percent increase of CVD mortality. Three temperature thresholds were selected, which were 15°C, 14°C, and 13°C, respectively. The results showed that when the cold weather lasted 5 days and onwards, CVD mortality showed a continuous increment. When the temperature thresholds were 15°C, 14°C, or 13°C, percent increase of CVD mortality at the consecutive 6th cold day reached 22%, 21%, and 24% respectively, and 26%, 38%, 33% at the consecutive 10th cold day, respectively. Thus, the consecutive moderately cold days in warm regions had continuous and accumulative negative effects on CVD mortality. The study may help local government to take timely prevention measures for moderately cold temperatures and thus to protect the well-being for the public.