Although DNA methylation is known to play an important role in the silencing of transposable elements (TEs) and introduced transgenes, the mechanisms that generate DNA methylation-independent transcriptional silencing are poorly understood. Previous studies suggest that RNA-directed DNA methylation (RdDM) is required for the silencing of the RD29A-LUC transgene in the Arabidopsis ros1 mutant background with defective DNA demethylase. Loss of function of ARGONAUTE 4 (AGO4) gene, which encodes a core RdDM component, partially released the silencing of RD29A-LUC in the ros1/ago4 double mutant plants. A forward genetic screen was performed to identify the mutants with elevated RD29A-LUC transgene expression in the ros1/ago4 mutant background. We identified a mutation in the homologous gene of PRP31, which encodes a conserved pre-mRNA splicing factor that regulates the formation of the U4/U6.U5 snRNP complex in fungi and animals. We previously demonstrated that the splicing factors ZOP1 and STA1 contribute to transcriptional gene silencing. Here, we reveal that Arabidopsis PRP31 associates with ZOP1, STA1, and several other splicing-related proteins, suggesting that these splicing factors are both physically and functionally connected. We show that Arabidopsis PRP31 participates in transcriptional gene silencing. Moreover, we report that PRP31, STA1, and ZOP1 are required for development and stress response. Under cold stress, PRP31 is not only necessary for pre-mRNA splicing but also for regulation of cold-responsive gene expression. Our results suggest that the splicing machinery has multiple functions including pre-mRNA splicing, gene regulation, transcriptional gene silencing, and stress response.