It depends. When treating a sore area with a bag of ice, avoid placing the bag directly on the skin. Place a towel or piece of clothing on the skin first. This will keep the area from getting too cold.

Ice massage, another form of cold treatment, is done by actually rubbing ice directly on the skin. But in this case, a layer of water builds up between the ice and the skin, which keeps the ice from harming the body's tissues. Ice massage is often used to treat small areas, such as smaller tendons, muscles, or joints. To give an ice massage, freeze water in a small paper cup. Then tear off the top inch of the cup, exposing the ice. Rub the ice over the sore area for three to five minutes, until it feels numb to the touch. When applying cold treatments, frequent inspection of the area is recommended.