The depth of anesthesia is commonly assessed in clinical practice by the patient’s clinical signs. However, during cardiopulmonary bypass and hypothermia, common symptoms of nociception such as tachycardia, hypertension, sweating, or movement have low sensitivity and specificity in the description of the patient nociception and hypnosis, in particular, detecting nociceptive stimuli. Better monitoring of the depth of analgesia during hypothermia under cardiopulmonary bypass will avoid underdosage or overdosage of analgesia, especially opioids. Induced hypothermia has a multifactorial effect on the level of analgesia and hypnosis. Thermoregulatory processes appear essential for the activation of analgesic mechanisms, ranging from a physiological strong negative affiliation between nerve conduction velocity and temperature, until significant repercussions on the pharmacological dynamics of the analgesic drugs, the latter decreasing the clearance rate with a subsequent increase in the effect-site concentrations. Under the hypothesis that deep hypothermia induces massive effects on the analgesia and hypnosis levels of the patient, we studied whether hypothermia effects were mirrored by several neuromonitoring indices: two hypnosis indices, consciousness index and bispectral index, and a novel nociception index designed to evaluate the analgesic depth. In this clinical trial, 39 patients were monitored during general anesthesia with coronary atherosclerosis cardiopathy who were elective for on-pump coronary artery bypass graft surgery under hypothermia. The changes and correlation between the consciousness index, bispectral index, and nociception index with respect to the temperature were compared in different timepoints at basic state, during cardiopulmonary bypass and after cardiopulmonary bypass. While the three neuromonitoring indices showed significant correlations with respect to the temperature, the nociception index and consciousness index showed the strongest sensitivities, indicating that these two indices could be an important means of intraoperative neuromonitoring during induced hypothermia under cardiopulmonary bypass.