Removing water from wet fur or feathers is important for thermoregulation in warm-blooded animals. The "wet dog shake" (WDS) behavior has been largely characterized in mammals but to a much lesser extent in birds. Although it is known that TRPM8 is the main molecular transducer of low temperature in mammals, it is not clear if wetness-induced shaking in furred and feathered animals is dependent on TRPM8. Here, we show that a novel TRPM8 agonist induces WDS in rodents and, importantly, in birds, similar to the shaking behavior evoked by water-spraying. Furthermore, the WDS onset depends on TRPM8, as we show in water-sprayed mice. Overall, our results provide multiple evidence for a TRPM8 dependence of WDS behaviors in all tested species. These suggest that a convergent evolution selected similar shaking behaviors to expel water from fur and feathers, with TRPM8 being involved in wetness sensing in both mammals and birds.