Micro-organisms react to a rapid temperature downshift by triggering a physiological response to ensure survival in unfavourable conditions. Adaptation includes changes in membrane composition and in the translation and transcription machineries. The cold shock response leads to a growth block and overall repression of translation; however, there is the induction of a set of specific proteins that help to tune cell metabolism and readjust it to the new conditions. For a mesophile like E. coli, the adaptation process takes about 4 h. Although the bacterial cold shock response was discovered over two decades ago we are still far from understanding this process. In this review, we aim to describe current knowledge, focusing on the functions of RNA-interacting proteins and RNases involved in cold shock adaptation.