The origin of ice bathing is the subject of speculation, with claims from many different eras of history. However, cold water therapy could not have developed without first learning about the medical and physical benefits of cold in general. In particular, early Ancient Egyptian and Greek theories gave a great starting point for the evolution of cold therapy. Thankfully, our understanding of ice baths has increased by leaps and bounds since the time of Hippocrates and Napoleon. On the physical side, we now have an in-depth idea of what cold water can do to our bodies, and we are just starting to scratch the surface of how ice baths benefit our mental health.