Thermal energy is transferred within and between bodies via several avenues, but for most unprotected human cold exposures, particularly during immersion, convective heat loss dominates. Lower tissue temperatures stimulate thermoreceptors, and the resultant afferent flow elicits autonomic homoeostatic responses (thermogenesis and vasoconstriction) that regulate body temperature within a narrow range. The most powerful effector responses occur when both superficial and deep thermoreceptors are cooled simultaneously, but thermoeffector activation can also occur as a result of peripheral cooling alone. The responses to cold, and the hazards associated with cold exposure, are moderated by factors which influence heat production and heat loss, including the severity and duration of cold stimuli, accompanying exercise, the magnitude of the metabolic response, and individual characteristics such as body composition, age, and gender. Cold stress can quickly overwhelm human thermoregulation with consequences ranging from impaired performance to death. This review provides a comprehensive overview of the human physiological responses to acute cold exposure.