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Walking outside tonight in -15˚C I realized an interesting observation: While I felt cold on most part of my body, my face (although the only uncovered part) didn't really feel cold. It registered the temperature of course, but it wasn't a negative perception.

I wonder, what is an explanation? Is it simply because our faces are used to the cold, because we almost never cover them? Or is it some evolutionary phenomenon?

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I think you should try to measure the temperature of the skin on your face vs. exposed skin elsewhere to determine if the difference is real or perceived. The head receives a disproportionate amount of blood flow when cold, associated peripheral vasoconstriction. So the extra blood could actually be keeping your face warm. Or it could just be a perception of warmth. –  kmm Jan 27 '13 at 14:50
    
specific body parts are adapted to be heat radiators and so have a different role in heat regulation. i think for humans its the pads of the hands. biology.stackexchange.com/questions/5449/… –  shigeta Jan 27 '13 at 23:03

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In response to cold your body causes blood supply to the skin to drop in the whole body. This is to conserve heat, but results in us feeling really cold. Exercising reverses this, resulting in an increased blood supply to the skin in order to remove excess heat and in this case we feel hot.

As mentioned, the head receives a large blood supply, and continues to do so despite other tissues being restricted. This is particularly as a result of the brain requiring a lot of oxygen and glucose. This keeps our head warm.

This phenomenon is why hats keep us warm and are important in cold weather, we lose a lot of heat from our head.

It is also likely that the skin on our head contains less cold receptors, as these aren't likely to be required. However the other parts of our body, particularly the soles of our feet and anterior surface of our hands have many sensory receptors. They are likely to make first contact with anything that may be harmfully cold.

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