Think of the body as a heat-sink. We can let off heat by using our fluid exchanges – namely, blood and sweat. When we exercise, sweat cools us off through evaporative cooling. When we’re not exercising or in warm weather, we’re generally not sweating, but we’re still exchanging heat with our surroundings – after all, the metabolism is still active, we’re still “burning energy,” and our skin never reaches air temperature nor does our core cool to the temperature of our skin (so some kind of heat exchange has to be happening). How can that be, when there’s no obvious mechanism to carry away our heat as in the case of sweating?
The answer to this lies at the heart of your question. Human thermoregulation is largely thanks to our blood flow and vasodilation:
“Skin blood flow in adult human thermoregulation: how it works, when it does not, and why.” Charkoudian. N. Mayo Clin Proc. 2003.
Cutaneous sympathetic vasoconstrictor and vasodilator systems also participate in baroreflex control of blood pressure; this is particularly important during heat stress, when such a large percentage of cardiac output is directed to the skin. Local thermal control of cutaneous blood vessels also contributes importantly—local warming of the skin can cause maximal vasodilation in healthy humans and includes roles for both local sensory nerves and nitric oxide. Local cooling of the skin can decrease skin blood flow to minimal levels.
In essence, your core “wants” to stay warm. If the air around your skin is comparatively warmer, cutaneous blood vessels will dilate to accommodate a higher flowrate, allowing more blood to engage in heat transfer. The opposite is true for air that is comparatively colder, and the relationships between cutaneous blood flow, sweating, and local skin cooling can be tested experimentally:
“Skin blood flow and local temperature independently modify sweat rate during passive heat stress in humans.” Wingo et al. J Appl Physiol. 2010.
In protocol I, two sites received norepinephrine to reduce skin blood flow, while two sites received Ringer solution (control). All sites were maintained at 34°C. In protocol II, all sites received 28 mM sodium nitroprusside to equalize skin blood flow between sites before local cooling to 20°C (2 sites) or maintenance at 34°C (2 sites). In both protocols, individuals were then passively heated to increase core temperature ∼1°C. Both decreased skin blood flow and decreased local temperature attenuated the slope of the SR to mean body temperature relationship (2.0 ± 1.2 vs. 1.0 ± 0.7 mg·cm−2·min−1·°C−1 for the effect of decreased skin blood flow, P = 0.01; 1.2 ± 0.9 vs. 0.07 ± 0.05 mg·cm−2·min−1·°C−1 for the effect of decreased local temperature, P = 0.02). Furthermore, local cooling delayed the onset of sweating (mean body temperature of 37.5 ± 0.4 vs. 37.6 ± 0.4°C, P = 0.03). These data demonstrate that local cooling attenuates sweating by independent effects of decreased skin blood flow and decreased local skin temperature.