We studied Drosophila melanogaster populations from Europe (the Netherlands and France) and Africa (Rwanda and Zambia) to uncover genetic evidence of adaptation to cold. We present here four lines of evidence for genes involved in cold adaptation from four perspectives: (1) the frequency of SNPs at genes previously known to be associated with chill-coma recovery time (CCRT), startle reflex (SR), and resistance to starvation stress (RSS) vary along environmental gradients and therefore among populations; (2) SNPs of genes that correlate significantly with latitude and altitude in African and European populations overlap with SNPs that correlate with a latitudinal cline from North America; (3) at the genome-wide level, the top candidate genes are enriched in gene ontology (GO) terms that are related to cold tolerance; (4) GO enriched terms from North American clinal genes overlap significantly with those from Africa and Europe. Each SNP was tested in 10 independent runs of Bayenv2, using the median Bayes factors to ascertain candidate genes. None of the candidate genes were found close to the breakpoints of cosmopolitan inversions, and only four candidate genes were linked to QTLs related to CCRT. To overcome the limitation that we used only four populations to test correlations with environmental gradients, we performed simulations to estimate the power of our approach for detecting selection. Based on our results we propose a novel network of genes that is involved in cold adaptation.