We studied the effect of cutaneous cold stimulus on the perceptual rating of musical chords. Despite the shown influence of music and tactile stimuli on human psychological evaluation, the effect of a cold stimulus on sound perception remains underexplored. We examined the effect of a cold stimulus on four psychological measures (frisson, arousal, pleasantness, and valence) as participants listened to two-note chords (consonance and dissonance). The cold-stimulus condition involved an experimenter touching the back of the participant's neck with a cooling device while listening to the sounds, while the control condition used a cooling device with the power off. For the frisson and arousal measures, the main effect of the stimulus condition was significant, showing that the cold stimulus increased the frisson and arousal measures. For the pleasantness and valence measures, there was a significant main effect of two-note chords, showing that a consonance was perceived as more pleasant than a dissonance; however, there was no significant main effect of stimulus condition, showing that the cold stimulus did not affect pleasantness and valence ratings. The results showed that a cold stimulus could bias frisson and arousal without affecting pleasantness and valence ratings when listening to musical sound.