Climate change-driven extreme climatic events are expected to challenge ectotherms' physiological tolerance. The hemato-physiological modulation potentials of fish during ambient extreme-cold events at various salinities are poorly studied. In this study, we evaluated the growth, hemato-physiological, antioxidants, and immunological responses of European seabass, Dicentrarchus labrax acclimatized at 30, 12, 6, and 3 PSU followed by an extreme ambient cold (8 °C) exposure for 20 days. Juveniles acclimatized at 30 and 3 PSU showed significantly low growth performance (p < 0.05). Red blood cells (RBC) count, hematocrit, hemoglobin, and serum protein content were decreased in 3 and 30 PSU fish. In contrast, significantly higher white blood cells (WBC) count, skin mucus cortisol, different types of erythrocytic cellular abnormalities (ECA), and erythrocytic nuclear abnormalities (ENA) were observed in 30 and 3 PSU fish. Also, higher activities of serum antioxidants [superoxide dismutase (SOD), glutathione peroxidase (GPx), catalase (CAT), glutathione reductase (GR)], and upregulation of tumor necrosis factor α (TNF-α) in the spleen were observed in 3 and 30 PSU fish. In addition, on day 20, phagocytic respiratory burst (RB) and serum lysozyme activities (LSZ) were significantly higher in 3 and 30 PSU fish during extreme cold exposure. None of the repeatedly evaluated parameters indicated acclimation capacity to cope with tested salinities during cold exposure. However, taken together, our results indicate that Dicentrarchus labrax acclimatized at intermediary salinities (6 and 12 PSU) can perform comparatively better during ambient extreme-cold exposure (8 °C).