ABSTRACT Chilling stress threatens plant growth and development, particularly affecting membrane fluidity and cellular integrity. Understanding plant membrane responses to chilling stress is important for unraveling the molecular mechanisms of stress tolerance. Whereas core transcriptional responses to chilling stress and stress tolerance are conserved across species, the associated changes in membrane lipids appear to be less conserved, as which lipids are affected by chilling stress varies by species. Here, we investigated changes in gene expression and membrane lipids in response to chilling stress during one diurnal cycle in sorghum ( Sorghum bicolor ), Urochloa (browntop signal grass, Urochloa fusca ) (lipids only), and foxtail millet ( Setaria italica ), leveraging their evolutionary relatedness and differing levels of chilling-stress tolerance. We show that most chilling-induced lipid changes are conserved across the three species, while we observed distinct, time-specific responses in chilling-tolerant foxtail millet, indicating the presence of a finely orchestrated adaptive mechanism. We detected diurnal rhythmicity in lipid responses to chilling stress in the three grasses, which were also present in Arabidopsis ( Arabidopsis thaliana ), suggesting the conservation of rhythmic patterns across species and highlighting the importance of accounting for diurnal effects. When integrating lipid datasets with gene expression profiles, we identified potential candidate genes that showed corresponding transcriptional changes in response to chilling stress, providing insights into the differences in regulatory mechanisms between chilling-sensitive sorghum and chilling-tolerant foxtail millet. Significance Statement Plants respond to low-temperature stress in myriad ways. While core transcriptional changes are conserved across species, specific adaptive strategies do exist. However, membrane lipid responses during chilling do not appear to be conserved. Here, we collected samples from control and chilling stress–treated seedlings [PSC4] to assess gene expression and membrane lipids in three panicoid grasses to show that lipid metabolic changes follow a daily rhythm. Lipid changes in chilling-tolerant foxtail millet occurred at specific time points, partly explaining the difficulty in finding conserved chilling-induced lipid changes in previous reports. We identified specific orthologs in sorghum and foxtail millet that showed a correlation between gene expression and lipid metabolic changes; these orthologs may be used as potential target genes for developing chilling-tolerant sorghum varieties.