Low winter temperatures in some regions have a negative impact on animal performance, behavior, and welfare. The objective of this study was to evaluate some physiological, metabolic, and lactational responses of dairy goats exposed to cold temperatures for 3 weeks. Eight Murciano-Granadina dairy goats (41.8 kg body weight, 70 days in milk, and 2.13 kg/day milk) were used from mid-January to mid-March. Goats were divided into 2 balanced groups and used in a crossover design with 2 treatments in 2 periods (21 days each, 14 days adaptation and 7 days for measurements). After the first period, goats were switched to the opposite treatment. The treatments included 2 different controlled climatic conditions with different temperature-humidity index (THI) values. The treatments were: thermoneutral conditions (TN; 15 to 20 °C, 45% humidity, THI = 58 to 65), and cold temperature (CT; -3 to 6 °C, 63% humidity, THI = 33 to 46). Goats were fed ad libitum a total mixed ration (70% forage and 30% concentrate) and water was freely available. Goats were milked at 0800 and 1700 h. Dry matter intake, water consumption, rectal temperature, and respiratory rate were recorded daily (days 15 to 21). Body weight was recorded at the start and end of each period. Milk samples for composition were collected on 2 consecutive days (days 20 and 21). Insulin, glucose, non-esterified fatty acids (NEFA), ß-hydroxybutyrate (BHB), cholesterol, and triglycerides were measured in blood on d 21. Compared to TN goats, CT goats had similar feed intake, but lower water consumption (-22 ± 3%), respiratory rate (-5 ± 0.8 breaths/min), and rectal temperature (-0.71 ± 0.26 °C). Milk yield decreased by 13 ± 3% in CT goats, but their milk contained more fat (+13 ± 4%) and protein (+14 ± 5%), and consequently the energy-corrected milk did not vary between TN and CT goats. The CT goats lost 0.64 kg of body weight, whereas TN goats gained 2.54 kg in 21 days. Blood insulin and cholesterol levels were not affected by CT. However, values of blood glucose, NEFA, hematocrit, and hemoglobin increased or tended to increase by CT, whereas BHB and triglycerides decreased. Overall, CT goats produced less but concentrated milk compared to TN goats. Despite similar feed intake and blood insulin levels CT goats had increased blood glucose and NEFA levels. The tendency of increased blood NEFA indicates that CT goats mobilized body fat reserves to cover the extra energy needed for heat production under cold conditions.