We have shown that cutaneous cooling-sensitive receptors can work as thermostats of skin temperature against cooling. However, molecule of the thermostat is not known. Here, we studied whether cooling-sensitive TRPM8 channels act as thermostats. TRPM8 in HEK293 cells generated output (y) when temperature (T) was below threshold of 28.4°C. Output (y) is given by two equations: At T >28.4°C, y = 0; At T <28.4°C, y = -k(T - 28.4°C). These equations show that TRPM8 is directional comparator to elicits output (y) depending on negative value of thermal difference (ΔT = T - 28.4°C). If negative ΔT-dependent output of TRPM8 in the skin induces responses to warm the skin for minimizing ΔT recursively, TRPM8 acts as thermostats against cooling. With TRPM8-deficient mice, we explored whether TRPM8 induces responses to warm the skin against cooling. In behavioral regulation, when room temperature was 10°C, TRPM8 induced behavior to move to heated floor (35°C) for warming the sole skin. In autonomic regulation, TRPM8 induced activities of thermogenic brown adipose tissue (BAT) against cooling. When menthol was applied to the whole trunk skin at neutral room temperature (27°C), TRPM8 induced a rise in core temperature, which warmed the trunk skin slightly. In contrast, when room was cooled from 27 to 10°C, TRPM8 induced a small rise in core temperature, but skin temperature was severely reduced in both TRPM8-deficient and wild-type mice by a large heat leak to the surroundings. This shows that TRPM8-driven endothermic system is less effective for maintenance of skin temperature against cooling. In conclusion, we found that TRPM8 is molecule of thermostat of skin temperature against cooling.