Battery Electric Vehicles (BEVs) experience significant reductions in driving range under subzero temperatures due to the increased thermal management demands, a reduction in available electric energy of battery, the reduced powertrain efficiency, and the higher rolling resistance. This study proposed an advanced thermal management strategy to enhance BEV driving range under cold climate. A heat-coupled energy balance model was established to evaluate the impact of different configurations of the thermal management system (TMS) as well as the control parameters at −7°C. A neural network-based parametric analysis was conducted under the China Light-Duty Vehicle Test Cycle (CLTC) to identify the optimal control strategy. Simulation results showed that the proposed strategy could increase driving range by up to 15.1% compared to the baseline. Experimental validation on an A-class sedan further confirmed the effectiveness of the strategy, which combined a direct heat pump, aerogel-based thermal insulation, and advanced control settings—including a heating activation State of Charge (SOC) of 20%, target battery temperature of 31°C, blower level 3, and an air recirculation ratio of 0.8. The optimized system could increase driving range by up to 17.1% compared to the baseline, which showed good agreement with the simulation results. This work provided a practical solution for extending BEV range under subzero temperature in cold climate regions.