Recently, Cohen and Glashow [A.G. Cohen, S.L. Glashow, Phys. Rev. Lett. 107 (2011) 181803] pointed out that the superluminal neutrinos reported by the OPERA would lose their energy rapidly via the Cherenkov-like process. The Cherenkov-like process for the superluminal particles would be forbidden if the principle of special relativity holds in any frame instead violated with a preferred frame. We have proposed that the Finslerian special relativity could account for the data of the neutrino superluminality (arXiv:1110.6673 [hep-ph]). The Finslerian special relativity preserves the principle of special relativity and involves a preferred direction while consists with the causality. In this Letter, we prove that the energy-momentum conservation is preserved and the energy-momentum is well defined in Finslerian special relativity. The Cherenkov-like process is forbidden in the Finslerian special relativity. Thus, the superluminal neutrinos would not lose energy in their distant propagation. (C) 2012 Elsevier B.V. All rights reserved.