A novel sample holder is introduced which allows for temperature dependent soft x-ray absorption spectroscopy of liquids in transmission mode. The setup is based on sample cells with x-ray transmissive silicon nitride windows. A cooling circuit allows for temperature regulation of the sample liquid between -10 °C and +50 °C. The setup enables to record soft x-ray absorption spectra of liquids in transmission mode with a temperature resolution of 0.5 K and better. Reliability and reproducibility of the spectra are demonstrated by investigating the characteristic temperature-induced changes in the oxygen K-edge x-ray absorption spectrum of liquid water. These are compared to the corresponding changes in the oxygen K-edge spectra from x-ray Raman scattering.