Cold shock proteins (Csps) comprise a family of small proteins that are structurally highly conserved and bind to single-stranded nucleic acids via their nucleic acid binding motifs RNP1 and RNP2. Bacterial Csps are mainly induced after a rapid temperature downshift to regulate the adaptation to cold stress, but are also present under normal conditions to regulate other biological functions. The structural unit characteristic for Csps occurs also as a cold shock domain (CSD) in other proteins and can be found in wide variety of organisms from bacteria to vertebrates. Important examples are the Y-box proteins that are known to be involved in regulation of several transcription and translation processes. This review describes the role of Csps in protein expression during cold shock with special emphasis on structural aspects of Csps.