Ambient temperature is a critical environmental factor for all living organisms. It was likely an important selective force as modern humans recently colonized temperate and cold Eurasian environments. Nevertheless, as of yet we have limited evidence of local adaptation to ambient temperature in populations from those environments. To shed light on this question, we exploit the fact that humans are a cosmopolitan species that inhabit territories under a wide range of temperatures. Focusing on cold perception–which is central to thermoregulation and survival in cold environments–we show evidence of recent local adaptation on TRPM8. This gene encodes for a cation channel that is, to date, the only temperature receptor known to mediate an endogenous response to moderate cold. The upstream variant rs10166942 shows extreme population differentiation, with frequencies that range from 5% in Nigeria to 88% in Finland (placing this SNP in the 0.02% tail of the FSTempirical distribution). When all populations are jointly analyzed, allele frequencies correlate with latitude and temperature beyond what can be explained by shared ancestry and population substructure. Using a Bayesian approach, we infer that the allele originated and evolved neutrally in Africa, while positive selection raised its frequency to different degrees in Eurasian populations, resulting in allele frequencies that follow a latitudinal cline. We infer strong positive selection, in agreement with ancient DNA showing high frequency of the allele in Europe 3,000 to 8,000 years ago. rs10166942 is important phenotypically because its ancestral allele is protective of migraine. This debilitating disorder varies in prevalence across human populations, with highest prevalence in individuals of European descent–precisely the population with the highest frequency of rs10166942 derived allele. We thus hypothesize that local adaptation on previously neutral standing variation may have contributed to the genetic differences that exist in the prevalence of migraine among human populations today.