Studies have shown that ambient extreme temperatures (heat and cold) were associated with an increased risk of childhood pneumonia, but the evidence is very limited in low-middle-income countries. It also remains unknown whether pneumococcal conjugate vaccine (PCV) could prevent temperature-related childhood pneumonia. This study collected data on ambient temperature and hospitalizations for childhood pneumonia in Matlab, Bangladesh from 2012 to 2016. Interrupted time series (ITS) analysis was employed to assess the impact of PCV (10-valent) intervention on childhood pneumonia hospitalizations. A time-stratified case-crossover analysis with a conditional logistic regression was performed to examine the association of childhood pneumonia hospitalizations with extreme temperatures and heatwaves before and after PCV10 intervention. Subgroup analyses were conducted to explore the modification effects of seasons, age, gender, and socioeconomic levels on temperature-related childhood pneumonia hospitalizations. We found that after PCV10 intervention, there was a sharp decrease in hospitalizations for childhood pneumonia (relative risk (RR): 0.59, 95% confidence interval (CI): 0.43–0.83). During the study period, heat effects on childhood pneumonia appeared immediately on the current day (odds ratio (OR): 1.28; 95% CI: 1.02–1.60, lag 0), while cold effects appeared 4 weeks later (OR: 1.53, 95% CI: 1.06–2.22, lag 28). Importantly, cold effects decreased significantly after PCV10 (p-value＜0.05), but heat and heatwave effects increased after PCV10 (p-value＜0.05). Particularly, children from families with a middle or low socioeconomic level, boys, and infants were more susceptible to heat-related pneumonia. This study suggests that PCV10 intervention in Bangladesh may help decrease cold-related not heat-related childhood pneumonia.