Partial-body cryostimulation is used to improve recovery after exercise, especially during competitions or heavy training; however, a limited number of studies have been conducted with international-level athletes in situ during competitions. This study was undertaken to assess the thermal sensation ratings during 3 min of cold exposure (at –130°C) in 24 international-level athletes during the European Basketball Championship. The mean thermal sensation score, measured using a perceptive scale, increased significantly (p < 0.05) during partial-body cryostimulation exposure in athletes from 3.0 ± 1.7 at 30 s to 5.7 ± 2.3 at 3 min (maximal observed value = 10.0). The mean value of 5.7 is considered a “cold” sensation on the scale (ranging from 0 = neutral sensation to 10 = very cold). However, we observed a large inter-individual variation in the perceived thermal sensations. The body mass index was significantly and negatively correlated with the thermal sensation value after 2 min 30 s and 3 min of exposure in females (r = –0.61, n = 13, p < 0.05; r = –0.56, n = 13, p = 0.054, respectively). Three participants reported high perceived thermal sensation after 30 s of exposure and their cold-induced discomfort worsened as the exposure continued. In conclusion, a 3-min exposure is globally well tolerated by athletes and can be used during a heavy competition period and/or during a training period. However, special attention should be given to female athletes with a low body mass index as they seem to be much more sensitive to cold.