This study tested the effects of skin and core cooling on cognitive function in 0°C cold air. Ten males completed a randomized, repeated measures study consisting of four environmental conditions: (i) 30 min of exposure to 22°C thermoneutral air (TN), (ii) 15 min to 0°C cold air which cooled skin temperature to ~27°C (CS), (iii) 0°C cold air exposure causing mild core cooling of ∆-0.3°C from baseline (C-0.3°C) and (iv) 0°C cold air exposure causing mild core cooling of ∆-0.8°C from baseline (C-0.8°C). Cognitive function (reaction time [ms] and errors made [#]) were tested using a simple reaction test, a two–six item working memory capacity task, and vertical flanker task to assess executive function. There were no condition effects (all p > 0.05) for number of errors made on any task. There were no significant differences in reaction time relative to TN for the vertical flanker and item working memory capacity task. However, simple reaction time was slower in C-0.3°C (297 ± 33 ms) and C-0.8°C (296 ± 41 ms) compared to CS (267 ± 26 ms) but not TN (274 ± 38). Despite small changes in simple reaction time (~30 ms), executive function and working memory was maintained in 0°C cold air with up to ∆-0.8°C reduction in core temperature.