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[PURPOSE] The use of the cold application is common for treating musculoskeletal injuries as well as facilitating athletic performance. It is, therefore, important to organize the results and mechanisms associated with cryotherapy from the literature. The purpose of this review paper is to search the literature for original studies examining the effects of cryotherapy on functional performance and make suggestions and recommendations regarding the use of cryotherapy in the field of sports medicine. [METHODS] Goggle Scholar, MEDLINE (Ebsco and Pubmed), SPORTDiscuss (Ebsco) with a cross-reference for identification of appropriate studies were performed. This search was limited to the studies having cryotherapy groups compared to a control group and measuring functional performance in healthy individuals. Selected studies also had been published after 1990 in English. [RESULTS] Among thirty-four remained studies, nine reported no effect, four reported partly affected, six reported improvement, and fifteen studies reported cold application produced performance deficits. [CONCLUSIONS] The effects of the cold application on proprioception, strength, and balance are unclear. Flexibility appears to increase while power and agility are negatively affected by the cold application. Reduced performance was recovered back to the baseline level in ten minutes and active warm-up tends to enhance this process. Sports medicine practitioners should be aware of potential alterations by cold application and select an appropriate mode and parameters of cryotherapy depending on a sport and specific movements.