Cold application is a simple and inexpensive therapy which has been accepted for decades as an effective nonpharmacologic intervention for pain management. It increases the pain threshold, decreases the inflammatory reaction and spasm. Cold is commonly used in the treatment of acute soft tissue injuries and has been shown to reduce pain effectively in the post-operative period after orthopedic surgery procedures. However, the evidence base to support the common practice of superficial cold is limited and there is a need for future higher-quality randomised controlled trials. The purpose of this review is to explore the literature regarding the physiologic effects of cold, the effectiveness of cold, different modalities used for cold application, and the potential complications associated with the use of cold application.