Cold waves commonly occur in higher latitudes under prevailing high pressure systems especially during winter season which cause serious economical loss and cold related death. Accurate prediction of such severe weather events is important for decision making by administrators and for mitigation planning. An Advanced high resolution Weather Research and Forecasting mesoscale model is used to simulate a severe cold wave event occurred during January 2006 over Europe. The model is integrated for 31 days starting from 00UTC of 1 January 2006 with 30 km horizontal resolution. Comparison of the model derived area averaged daily mean temperatures at 2m height from different zones over the central Europe with observations indicates that the model is able to simulate the occurrence of the cold wave with the observed time lag of 1 to 3days but with lesser intensity. The temperature, winds, surface pressure and the geopential heights at 500 hPa reveal that the cold wave development associates with the southward progression of a high pressure system and cold air advection. The results have good agreement with the analysis fields indicates that the model has the ability to reproduce the time evolution of the cold wave event.