Korn went through major troubles in the run-up to The Nothing album, including the death of Davis' wife, Deven, and a lawsuit over a royalty dispute with their former drummer. This song, which begins with a contorted mass of dissonant chords before descending into something more melodic, finds them venting their feelings. Davis told Kerrang: "'Cold' was about that dark feeling. It's like I'm channeling some dark thing inside of me, that was the vibe. I love how heavy it is and then it gets all fucking happy: 'I'm on my way...' There are so many different types of emotion going on at the same time. I really dig that one."