Cold water immersion is an integral part of acute injury care. Despite tremendous success, the treatment causes discomfort, which may result in noncompliance. Two variables, including use of a neoprene toe cap and prior knowledge of the perceived sensations of pain gained through a therapeutic modalities class, were examined for their effects on the perception of cold. Thirty four subjects were recruited and underwent two 21-minute cold water immersion treatments (14 degrees C). During this time, each subject completed a McGill Pain Questionnaire every 3 minutes. The results from the questionnaire were analyzed using a Stepwise Discriminant Analysis Function with factored categories undergoing multivariate analysis. Factors distinguishing between the perceptions of cold for both variables were identified. The toe cap does reduce pain sensation during cold immersion. Taking a therapeutic modalities class resulted in a higher perception of the sensory component of pain. Those who had not taken such a class tended to score higher in responses to the affective pain component and the categories that represented a combination of pain components. By providing athletes with a greater understanding of perceived pain associated with cold treatments, compliance with treatments should be greater.