Objectives: Although cold exposure is commonly believed to be causally related to acute viral respiratory infections, its effect on the immune system is largely unexplored. In this study, we determined transcript levels of a large panel of immune genes in blood before and after cold exposure. We included both Dutch Europid and Dutch South Asian men to address whether the immune system is differently regulated in the metabolically vulnerable South Asian population. Methods: Fasted blood samples were obtained from nonobese Dutch Europid (n = 11; mean age 26 ± 3 y) and Dutch South Asian (n = 12; mean age 28 ± 3 y) men before and directly after short-term (∼2.5 h) mild cold exposure. Transcript levels of 144 immune genes were measured using a dual-color reverse transcriptase multiplex ligation-dependent probe amplification (dcRT-MLPA) assay. Results: Cold exposure acutely upregulated mRNA levels of GNLY (+35%, P < 0.001) and PRF1 (+45%, P < 0.001), which encode cytotoxic proteins, and CCL4 (+8%, P < 0.01) and CCL5 (+5%, P < 0.05), both pro-inflammatory chemokines. At thermoneutrality, mRNA levels of four markers of the nucleotide-binding oligomerization domain (NOD)-like receptor (NLR)-family, involved in inflammasomes, were lower in Dutch South Asians compared to Dutch Europids, namely NLRP2 (−57%, P < 0.05), NLRP7 (−17%, P < 0.05), NLRP10 (−21%, P < 0.05), and NLRC4 (−23%, P < 0.05). Conclusions: Mild cold exposure acutely increases mRNA levels of genes involved in cytotoxicity of immune cells in blood. In addition, Dutch South Asians display lower circulating mRNA levels of inflammasome genes compared to Dutch Europids.