Local cryotherapy is widely used as a treatment for sports-related skeletal muscle injury. However, its molecular mechanisms are unknown. To clarify these mechanisms, in this study, we applied one to three 15-min cold stimulations at 4 °C to various cell lines (in vitro), the tibialis anterior (TA) muscle (ex vivo), and mouse limbs (in vivo). In the in vitro assay, cAMP response element-binding protein 1 (CREB1) was markedly phosphorylated (as pCREB1) and CREB-binding protein (CBP) was recruited to pCREB-1 in response to two or three cold stimulations. In a reporter assay with the cAMP-responsive element, the signals significantly increased after two to three cold stimulations at 4 °C. In the ex vivo study, CREB-targeting genes were significantly upregulated following two or three cold stimulations. The in vivo experiment disclosed that cold stimulation of a mouse limb for 9 days significantly increased mitochondrial DNA copy number and upregulated genes such as Pgc-1α involved in mitochondrial biogenesis. The foregoing results suggest that local cryotherapy increases CREB transcription and upregulates CREB-targeting genes in a manner dependent on cold stimulation frequency and duration. This information may serve as an impetus for further investigations into local cryotherapy as a treatment for sports-related skeletal muscle trauma.