In the probe limit, we numerically build a holographic $p$-wave superfluid model in the four-dimensional Lifshitz black hole coupled to a Maxwell-complex vector field. We observe the rich phase structure and find that the Lifshitz dynamical exponent $z$ contributes evidently to the effective mass of the matter field and dimension of the gravitational background. Concretely, we obtain the Cave of Winds appeared only in the five-dimensional anti-de Sitter~(AdS) spacetime, and the increasing $z$ hinders not only the condensate but also the appearance of the first-order phase transition. Furthermore, our results agree with the Ginzburg-Landau results near the critical temperature. In addition, the previous AdS superfluid model is generalized to the Lifshitz spacetime.