Published on March 3, 2026
Cold plunge after sauna is the classic contrast ritual. It can feel amazing, but for many people the first cold contact triggers a sharp gasp, fast breathing, and a spike in “fight or flight” sensations. That is not weakness. It is a well described reflex called the cold shock response, driven primarily by rapid skin cooling. ¹
A simple tweak that some sauna goers prefer is introducing a short cold exposure before the first sauna round, then doing the deeper cold exposures later. The idea is not to “toughen up”. The logic: help your nervous system “meet the cold” first, so that post-sauna cold feels more controlled and less stressful to your body.
What the research supports
There is strong evidence for the mechanism behind this approach, even if the exact “cold first versus cold after sauna” sequence has not been studied as a single perfect protocol.
1) Cold shock is real and measurable
Sudden cold water exposure can cause an involuntary gasp and hyperventilation, along with a sympathetic surge. This is one reason cold water can feel instantly intense. ¹
2) The cold shock response habituates with repeated exposure
A systematic review and meta-analysis found that repeated cold-water immersions reduce the cold shock response — with large reductions in the respiratory components (breathing rate and ventilation) and meaningful reductions in heart rate response.² A classic study shows the same pattern: the initial cold shock can habituate through repeated immersions, even when exposures are not maximally cold.³
3) Why it starts to feel calmer: lower sympathetic activation
Beyond changes in breathing and heart rate, reviews on human cold habituation suggest a broader adaptation: attenuated sympathetic (“fight-or-flight”) activation during cold exposure.⁴ This helps explain why, over time, cold can feel more controlled and less stressful.
Women & cold: can it be “more intense” and does that make it riskier?
Cold water immersion triggers the cold shock response (rapid breathing, increased heart rate and blood pressure), and this can increase cardiovascular strain in anyone — especially if the face is submerged, breathing is uncontrolled, or breath-holding is involved (a situation linked with “autonomic conflict” and more arrhythmias). ⁵
Some evidence suggests women may experience higher cardiovascular strain during cold-water immersion compared with men in certain protocols, and many women also report greater cold discomfort. ⁶ In addition, thermoregulation can shift across the menstrual cycle (core temperature and regulatory thresholds change), meaning cold can feel different from week to week, but the pattern is individual. ⁷
Practical takeaway: for women (especially beginners), consider starting with shorter and slightly warmer cold exposure, prioritize calm breathing, and adjust intensity based on cycle phase, sleep and stress — your body is the best data.
A practical Leil style protocol
This is a gentle, realistic way to test the “cold first” idea without turning it into an extreme challenge.
1) Pre-cold introduction (10–30 sec)
Before your first sauna round, do a short cold rinse or dip. Start with feet/hands → limbs → torso. Keep breathing slow and controlled. If you’re not regularly acclimatised to cold water, keep this intro cool rather than ice-cold (e.g., roughly 10–20°C). The goal is control, not shock.
2) Sauna round (10–15 min)
Warm gradually. Calm pace.
3) Cold after sauna (30–90 sec, controlled)
Now do your main cold exposure. Aim for “invigorated and calm,” not panic breathing.
4) Rest (5–10 min)
Hydrate, settle your pulse, repeat 2–3 rounds. Sip water slowly. Room-temperature water is generally the gentlest option on the body during sauna sessions. Consider electrolytes if you’ve been sweating a lot.
If you have cardiovascular disease, uncontrolled high blood pressure, arrhythmias, or you are pregnant, consult your clinician before cold immersion. Cold water can create sharp cardiovascular demands. ⁸
Never do breath holds or forced hyperventilation in or near water. ⁸
To conclude, the claim is not that “cold first stops stress hormones completely”. The stronger claim the literature supports is this: cold exposure can trigger a strong reflex response, and that response can be reduced through habituation and repeated, controlled exposures.
Putting a short cold exposure first is a practical way to start that habituation inside a sauna session.
References
¹ Tipton, M. J. (2006). Respiratory responses to cold water immersion: Neural pathways, interactions, and clinical consequences. Journal of Applied Physiology, 100(6), 2057–2064.
https://journals.physiology.org/doi/full/10.1152/japplphysiol.01201.2005
² Barwood, M. J., Eglin, C., Hills, S. P., Johnston, N., Massey, H., McMorris, T., Tipton, M. J., Wakabayashi, H., & Webster, L. (2024). Habituation of the cold shock response: A systematic review and meta-analysis. Journal of Thermal Biology, 119, 103775.
https://www.sciencedirect.com/science/article/pii/S0306456523003169
³ Tipton, M. J., Golden, F. S. C., Higenbottam, C., Mekjavic, I. B., & Eglin, C. M. (1998). Temperature dependence of habituation of the initial responses to cold-water immersion. European Journal of Applied Physiology and Occupational Physiology, 78, 253–257.
https://link.springer.com/article/10.1007/s004210050416
⁴ Yurkevicius, B. R., Alba, B. K., Seeley, A. D., & Castellani, J. W. (2021). Human cold habituation: Physiology, timeline, and modifiers. Temperature, 9(2), 122–157.
https://www.tandfonline.com/doi/full/10.1080/23328940.2021.1903145
⁵ Shattock, M. J., & Tipton, M. J. (2012). ‘Autonomic conflict’: A different way to die during cold water immersion? The Journal of Physiology, 590(14), 3219–3230.
https://physoc.onlinelibrary.wiley.com/doi/full/10.1113/jphysiol.2012.229864
⁶ Tsoutsoubi, L., Ioannou, L. G., Mantzios, K., Ziaka, S., Nybo, L., & Flouris, A. D. (2022). Cardiovascular stress and characteristics of cold-induced vasodilation in women and men during cold-water immersion: A randomized control study. Biology, 11(7), 1054.
https://www.mdpi.com/2079-7737/11/7/1054
⁷ Baker, F. C., Siboza, F., & Fuller, A. (2020). Temperature regulation in women: Effects of the menstrual cycle. Temperature, 7(3), 226–262.
https://www.tandfonline.com/doi/full/10.1080/23328940.2020.1735927
⁸ Tipton, M., Massey, H., Mayhew, A., & Morgan, P. (2022). Cold water therapies: Minimising risks. British Journal of Sports Medicine, 56(23), 1332–1334.
https://bjsm.bmj.com/content/56/23/1332