To reveal the mechanism of urinary urgency evoked by cold sensation, we investigated the convergence of the primary sensory afferents of the skin and bladder. Dichotomizing afferents of L6-S1 dorsal root ganglion neurons that innervate the skin and bladder was constantly observed with retrograde neuron tracers in rats. In-situ hybridization revealed that approximately 8.0% of the double-labelled cells expressed transient receptor potential channel melastatin member 8 (TRPM8) transcripts in the dorsal root ganglions. Cold and menthol stimuli to the skin generated bladder nerve responses conducted through dichotomizing axons, which significantly decreased in the presence of the TRPM8 blocker BCTC. Taken together, TRPM8-expressing sensory neurons with dichotomizing axons projecting to the skin and bladder may be responsible for the urinary urgency evoked by cold sensation.