Through incorporating forward-looking information, this paper constructs a consistent two-factor temperature model for Zhengzhou, and prices weather derivatives based on the model. First, we analyze the historical weather forecast data, and verify the rationality of the consistent two-factor model. Using the historical temperature data and historical temperature forecast data of Zhengzhou, we then construct a consistent two-factor model and derive the approximate pricing formulas with the market price of risk extracted from utility indifference valuation. In the end, we apply Monte Carlo simulations to compute the price surface for temperature options. This paper presents a complete pricing procedure based on a consistent two-factor temperature model, and is of both theoretical and practical significance for weather risk management and the development of China's weather derivative markets.