Most previous studies indicated that patients suffering from major depressive disorder (MDD) showed a decreased sensitivity for external or skin surface pain, eg, for heat or electrical stimuli, as compared to healthy controls. Here, we investigated cold-pain thresholds in 20 unmedicated patients suffering from MDD and 20 matched controls. We applied the ascending method of limits which has previously been used for heat-pain assessment in patients with depression. Similar to previous results for heat-pain thresholds we found a decreased sensitivity for cold pain in patients with MDD as indicated by increased cold-pain thresholds. This difference was significant on the right arm, whereas only a trend was obtained on the left arm, thus suggesting a certain degree of lateralization, similar to that seen in heat-pain perception in patients suffering from MDD or adjustment disorder. The study confirms our previous results of a lower sensitivity for externally induced pain in patients with MDD. Moreover, it adds weight to the assumption of a lateralized perception of thermal pain in depression. CONCLUSIONS This investigation provides further evidence for reduced pain perception of externally applied stimuli in major depression. Thus, central-nervous correlates for this altered pain perception in major depression are worth examining in future studies in order to gain more insight into mechanisms of pain perception on the one hand, and pathology of depression on the other.