African oil palm (Elaeis guineensis) is an important oil crop grown in tropical region and sensitive to low temperature along with high tolerance to salt and drought stresses. Since the WRKY transcription factor family plays central roles in the regulation of plant stress tolerance, 95 genes belonging to the WRKY family were identified and characterized in oil palm genome. Gene structure analysis showed that EgWRKY genes have considerable variation in intron number (0 to 12) and gene length (477bp to 89,167 bp). Duplicated genes identification indicated 32 EgWRKY genes originated from segmental duplication and two from tandem duplication. Based on transcriptome data, most EgWRKY genes showed tissue-specific expression patterns and their expression could be induced under cold stress. Furthermore, six EgWRKY genes with more than two-folded increased expression level under cold stress were validated by RT-qPCR, which has higher expression level in cold, drought and high salinity treatment. The identification and characterization of WRKY gene family showed that EgWRKY were associated with a wide range of abiotic stress responses in Elaeis guineensis and some EgWRKY members with high expression levels could be selected for further research in analyzing their functions in the stress response in African oil palm.