Regional cold winters have occurred frequently in Eurasia since the beginning of the 21st century, increasing the interannual variability in winter temperatures and increasing the difficulty of prediction. In this study, we evaluate the performance of Climate Forecast version 2 (CFSv2) of the National Centers for Environmental Prediction (NCEP) in predicting winter temperature anomalies over the Northern Hemisphere and find that CFSv2 has significantly lower temperature prediction ability for cold winters in the mid–high latitudes of Eurasia since the 21st century. This is mainly due to the stronger response to global warming and the weaker response to sea ice anomalies in the preceding autumn in CFSv2 than the in reanalysis. Accordingly, two targeted correction methods have been developed to improve the prediction ability, with the first method removing the linear temperature trend of CFSv2 predictions and the second method considering the effects of autumn Arctic Sea ice anomalies via a dynamical–statistical correction approach (DSCA). Both methods can effectively improve the prediction ability of winter temperature anomalies in the mid–high latitudes of Eurasia, especially in cold winters. The anomaly correlation coefficient (ACC) increased from −0.03 to 0.13 before and after the modification by the DSCA, and from −0.12 to 0.25 for cold winters. The DSCA significantly reduced the root mean square error (RMSE) of the CFSv2 predictions by approximately 10%.