Cold exposure is a selective environmental stress that elicits a rapid metabolic shift to maintain energy homeostasis. In response to cold exposure, the liver rewires the metabolic state shifting from glucose to lipid catabolism. By probing the liver lipids in cold exposure, we observed that the lysosomal bis(monoacylglycero)phosphate (BMP) lipids were rapidly increased during cold exposure. BMP lipid changes occurred independently of lysosomal abundance but were dependent on the lysosomal transcriptional regulator transcription factor EB (TFEB). Knockdown of TFEB in hepatocytes decreased BMP lipid levels and led to cold intolerance in mice. We assessed TFEB binding sites of lysosomal genes and determined that the phospholipase Pla2g15 regulates BMP lipid catabolism. Knockdown of Pla2g15 in mice increased BMP lipid levels, ablated the cold-induced rise, and improved cold tolerance. Knockout of Pla2g15 in mice and hepatocytes led to increased BMP lipid levels, that were decreased with re-expression of Pla2g15. Mutation of the catalytic site of Pla2g15 ablated the BMP lipid breakdown. Together, our studies uncover TFEB regulation of BMP lipids through Pla2g15 catabolism.