Empathy for others' pain plays a key role in prosocial behavior and is influenced by intergroup relationships. Increasing evidence suggests greater empathy for racial in-group than out-group individuals' pain and the racial in-group bias undergoes sociocultural and biological influences. The present study further investigated whether and how physical environments influence racial in-group bias in empathy by testing the hypothesis that sensory experiences of physical coldness versus warmth enhance differential empathic neural responses to racial in-group vs. out-group individuals' suffering. We recorded event-related brain potentials to painful versus neutral expressions of same-race and other-race faces when participants held a cold or warm pack. We found that brain activity in the N2 (200–340 ms) and P3 (400–600 ms) time windows over the frontal/central region was positively shifted by painful (vs. neutral) expressions. Moreover, the N2/P3 empathic neural responses were significantly larger for same-race than other-race faces in the cold but not in the warm condition. Moreover, subjective ratings of different temperatures in the cold vs. warm conditions predicted larger changes of racial in-group bias in empathic neural responses in the N2 time window. Our findings suggest that sensory experiences of physical coldness can strengthen emotional resonance with same-race individuals.