Body temperature regulation is a fundamental homeostatic function in homeothermic animals. It is governed by the central nervous system that integrates temperature signals from internal body structures and the skin and provides efferent responses to adjust heat-exchange rates with the environment. Thermoregulation has a major influence on energy balance by regulating food intake as well as heat production and energy expenditure. Surprisingly, although almost 50% of our energy expenditure is dedicated to maintaining homeothermy, very little is yet known about the molecular aspects and the neural wiring involved in the intimate interrelationship between these two critical homeostatic systems. Some non-selective cation channels of the transient receptor potential (TRP) family work as molecular thermal sensors in sensory neurons and other cells. In this review, we discuss recent advances in our understanding of the basic mechanisms responsible for thermoregulation in the cold. We have focused our attention on the role of two cold-activated TRP channels (transient receptor potential melastatin 8 and transient receptor potential ankyrin 1) in body temperature regulation as well as their impact on energy balance and metabolism. A better understanding of the mechanisms coupling thermoregulation to energy homeostasis, including the involvement of thermosensitive TRPs, may uncover additional mechanisms underlying the pathogenesis of obesity and its metabolic consequences in humans, opening new strategies for the diagnosis, treatment, and prevention of this disease.