Transient receptor potential melastatin-8 (TRPM8) is a cation channel that is activated by cold and “cooling agents” such as menthol and icilin, which induce a cold sensation. The stimulation of TRPM8 activates an intracellular signaling cascade that ultimately leads to a change in the gene expression pattern of the cells. Here, we investigate the TRPM8-induced signaling pathway that links TRPM8 channel activation to gene transcription. Using a pharmacological approach, we show that the inhibition of phosphatidylinositol 4-phosphate 5 kinase α (PIP5K), an enzyme essential for the biosynthesis of phosphatidylinositol 4,5-bisphosphate, attenuates TRPM8-induced gene transcription. Analyzing the link between TRPM8 and Gq proteins, we show that the pharmacological inhibition of the βγ subunits impairs TRPM8 signaling. In addition, genetic studies show that TRPM8 requires an activated Gα subunit for signaling. In the nucleus, the TRPM8-induced signaling cascade triggers the activation of the transcription factor AP-1, a complex consisting of a dimer of basic region leucine zipper (bZIP) transcription factors. Here, we identify the bZIP protein c-Jun as an essential component of AP-1 within the TRPM8-induced signaling cascade. In summary, with PIP5K, Gq subunits, and c-Jun, we identified key molecules in TRPM8-induced signaling from the plasma membrane to the nucleus.