Heat exchange has been thoroughly studied in cold-exposed humans, but the metabolic substrates used for thermogenesis have received less attention. This review deals with oxidative fuel selection in shivering humans. Lipids provide most of the heat during low-intensity shivering, whereas carbohydrates become dominant under more extreme cold conditions. The contribution from plasma glucose always remains minor, but muscle glycogen plays an important role during intense shivering. Whether the size of muscle glycogen stores influences endurance in the cold remains to be demonstrated. The fuel selection patterns of shivering and exercise are different, but the mechanisms underlying this difference have not been investigated. The simultaneous measurement of metabolic substrate oxidation and muscle fibre recruitment has allowed to characterize two different mechanisms of fuel selection in shivering humans: the recruitment of different pathways within the same fibres and of different fuel-specific fibres within the same muscles. This suggests that muscle fibre composition of each individual may affect survival. Future research promises to provide a combination of theoretical advances on fundamental principles of fuel selection and applied strategies to manipulate fibre composition (through training) or fuel metabolism (through diet) to prolong human survival in cold environments.