This review focuses on the central regulation of thermoregulatory responses with special attention to the participation of thyrotropin-releasing hormone (TRH) in both autonomous and endocrine responses to a cold environment. Besides a direct projection of TRH neurons from paraventricular nuclei (PVN) to the median eminence, and the subsequent activation of the thyroid axis, there are direct projections from the PVN to the autonomic preganglionic neurons controlling autonomous responses. These projections convey information to peripheral targets involved in thermogenesis through the dorsal vagal complex and the spinal cord, for parasympathetic and sympathetic neurotransmissions respectively. Furthermore, cold exposure increases TRH mRNA levels in the PVN but also in dorsal motor and caudal raphe nuclei, thus providing strong evidence for a functional link between autonomous and neuroendocrine systems involved in thermoregulation.