The lithium–sulfur (Li-S) battery is considered to be one of the attractive candidates for breaking the limit of specific energy of lithium-ion batteries and has the potential to conquer the related energy storage market due to its advantages of low-cost, high-energy density, high theoretical specific energy, and environmental friendliness issues. However, the substantial decrease in the performance of Li-S batteries at low temperatures has presented a major barrier to extensive application. To this end, we have introduced the underlying mechanism of Li-S batteries in detail, and further concentrated on the challenges and progress of Li-S batteries working at low temperatures in this review. Additionally, the strategies to improve the low-temperature performance of Li-S batteries have also been summarized from the four perspectives, such as electrolyte, cathode, anode, and diaphragm. This review will provide a critical insight into enhancing the feasibility of Li-S batteries in low-temperature environments and facilitating their commercialization.