Hot spring baths during winter are beneficial as they lower stress levels. A group of Japanese macaques from Jigokudani Monkey Park is unique for their regular hot spring baths in winter. To understand short-term and long-term impacts of this unique behavior, a multivariate approach should account for their social organization, life history, and the neuroendocrine mechanisms involved in the stress response. This article reviews the behavioral and physiological strategies of non-human primates for thermoregulation, the effect of cold and stress on the body, particularly the brain, with a focus on the social dynamics and reproductive strategies of the Japanese macaques.