Thermoregulation is synchronized across the circadian cycle to uphold thermal homeostasis. To test if time-of-day matters for the response to environmental cold exposure, mice were acclimated to thermoneutrality (27 °C) for 2 months were subjected acutely (8 h) to cold ambient conditions (15 °C), whereas controls were maintained at thermoneutral conditions. The thermal exposure was tested in separate groups (N = 8) at three distinct time-of-day periods: in the LIGHT phase (L); the DARK phase (D); and a mix of the two (D + L). The magnitude of UCP1 protein and mRNA induction in brown adipose tissue (BAT) in response to acute cold exposure was time-of-day sensitive, peaking in LIGHT, whereas lower induction levels were observed in D + L, and DARK. Plasma levels of FGF21 were induced 3-fold by acute cold exposure at LIGHT and D + L, compared to the time-matched thermoneutral controls, whereas cold in DARK did not cause a significant increase of FGF21 plasma levels. Cold exposure affected, in BAT, the temporal mRNA expression patterns of core circadian clock components: Bmal1, Clock, Per1, Per3, Cry1, Cry2 Nr1d1, and Nr1d2, but in the liver, none of the transcripts were modified. Behavioral assessment using the Thermal Gradient Test (TGT) showed that acute cold exposure reduced cold sensitivity in D + L, but not in DARK. RNA-seq analyses of somatosensory neurons in DRG highlighted the role of the core circadian components in these cells, as well as transcriptional changes due to acute cold exposure. This elucidates the sensory system as a gauge and potential regulator of thermoregulatory responses based on circadian physiology. In conclusion, acute cold exposure elicits time-of-day specific effects on thermoregulatory pathways, which may involve underlying changes in thermal perception. These results have implications for efforts aimed at reducing risks associated with the organization of shift work in cold environments.