Based on hourly observations of marine meteorological elements from automatic weather stations and buoys, air quality monitoring data and ERA5 reanalysis data, combined with the results of the HYSPLIT trajectory model, this study analyzes the rapid formation mechanism of sea fog over the coastal waters south of the Shandong Peninsula after the influence of weak cold air. The results are as follows. (1) The sea fog event occurs during the transitional phase when the surface weak cold air is replaced by warm and moist air, and belongs to the isobaric-field advection fog type. The sea fog near the coast is also affected by radiative cooling, thus exhibiting the characteristics of advection-radiation fog. (2) The establishment of the temperature inversion layer is mainly caused by radiative cooling in the near-surface layer at night, supplemented by the warming effect of the warm advection at 975 hPa. (3) The synergistic effects of sea breeze, turbulent heat exchange and nocturnal radiative cooling promote the atmospheric cooling and moistening, providing the necessary humidity conditions for sea fog formation. Under high humidity conditions over the sea, the increased mass concentrations of aerosol particles lead to reduced visibility in offshore areas away from the coast, facilitating the development of light fog into dense fog. (4) In addition to its cooling and moistening effects, the weak cold air transports aerosol particles to the coastal waters south of the Shandong Peninsula. Meanwhile, it provides a favorable weak circulation background for the sea breeze circulation, and the sea-land breeze convergence line creates advantageous conditions for the accumulation of aerosol particles.