Despite many decades of research examining thermoregulatory responses under varying cold stresses in humans, very little is known about the variability in metabolic heat production and shivering activity. Here, we used a novel closed-loop mean skin temperature clamping technique with a liquid-conditioned suit to isolate the effects of mean skin temperature on the subjective evaluation of thermal sensation, heat production, shivering responses, and oxidative fuel selection in young, lean, and healthy men (n = 12) and women (n = 12). Our results showed a skin temperature-dependent increase in metabolic heat production (5.2 ± 1.2 kJ/min, 5.9 ± 1.5 kJ/min, and 7.0 ± 1.8 kJ/min with skin temperature maintained at 31 ± 0.1 °C, 29 ± 0.2 °C, and 27 ± 0.1 °C, respectively; P < 0.0001) and shivering intensity in both men and women [0.6 ± 0.1% maximal voluntary contraction (MVC), 1.1 ± 0.4% MVC, and 2.5 ± 0.7% MVC, respectively; P < 0.0001], including sex-dependent differences in heat production at all three temperatures (P < 0.005). Even when controlling for lean body mass and fat mass, sex differences persisted (P = 0.048 and P = 0.004, respectively), whereas controlling for differences in body surface area eliminated these differences. Interestingly, there were no sex differences in the cold-induced change in thermogenesis. Despite clamping skin temperature, there was tremendous variability in the rate of heat production and shivering intensity. Collectively this data suggests that many of the interindividual differences in thermogenesis and shivering may be explained by differences in morphology and body composition.