Can cold burn fat? Possibly. One study found that what happens in your muscles when you shiver is similar to what happens when you exercise. When you shake and shudder because of that icy blast of air, your body releases a hormone (irisin) that fires up your brown fat – the kind responsible for torching calories. Irisin stimulates heat production from white and brown fat cells stored in the body. Still, the answer to the obesity epidemic probably isn’t weekly polar bear plunges. Keep in mind that you actually burn more calories exercising in heat, since your body tries to cool down, than you do exercising in cold. For now, the smart way to lose weight is that old tried-and-true formula: healthy diet plus exercise.