Microwave electric fields are measured by using cold Rydberg atoms. We obtain spindle-shaped cold atomic clouds in a magneto-optical trap and then pump the cold atoms to quantum state 5S_1/2, F = 2, m_F = 2 by using an optical-pump laser. We obtain the Rydberg electromagnetic induction transparency (EIT) spectrum peak with narrow linewidth by the low temperature and small residual Doppler broadening. The results show that the typical EIT linewidth with 16 μK cold atoms is about 460 kHz which is 15 times narrower than that of 7 MHz obtained in the thermal vapor cell. The microwave electric field amplitude is measured by Autler-Townes splitting (EIT-AT splitting) in the cold atoms at frequencies of 9.2, 14.2 and 22.1 GHz, receptively. The results show that there is a good linear relationship between the EIT-AT splitting interval and the microwave electric field amplitude. The lower limit of the microwave electric field amplitude that can be measured in the linear region can reach as low as 222 μV/cm, which is about 22 times larger than the lower limit in the traditional thermal vapor cell about of 5 mV/cm. The improvement of the lower limit by EIT-AT splitting method is roughly proportional to the narrowing EIT line width by cold atom samples. This demonstrates that benefiting from the smaller residual Doppler effect and the narrower EIT linewidth in cold atoms, the cold atom system is more advantageous in the experimental measuring of the weak microwave electric field amplitude by using the EIT-AT splitting method. This is of great benefit to the absolute calibration of very weak microwave electric fields. Furthermore, the lower limit of the microwave electric field amplitude that can be measured is smaller than 1 μV/cm by using the change of transmittance of the prober laser at the EIT resonance, and the corresponding sensitivity can reach 1 μV·cm^–1·Hz^–1/2. These results demonstrate the advantages of cold atomic sample in microwave electric field measurement and its absolute calibration.