Adaptation controls the gain of the input-function of the cockroach's cold cell during slowly oscillating changes in temperature. When the oscillation period is long, the cold cell improves its gain for the rate of temperature change at the expense of its ability to code instantaneous temperature. When the oscillation period is brief, however, the cold cell reduces this gain and improves its sensitivity for instantaneous temperature. This type of gain control has an important function. When the cockroach ventures from under cover and into moving air, the cold cell is confronted constantly with brief changes in temperature. To be of any use, a limit in the gain for the rate of change seems to be essential. Without such a limit the cold cell will always indicate temperature change. The decrease in gain for the rate of change involves an increase in gain for instantaneous temperature. Therefore, the animal receives precise information about the temperature at which the change occurs and can seek an area of different temperature. If the cockroach ventures back under cover, the rate of change will become slow. In this situation, a high gain improves the ability to signal slow temperature changes. The cockroach receives the early warning of slow fluctuations or even creeping changes in temperature. A comparison of the cold cell's responses with the temperature measured inside of small, cylindrical model objects indicates that coding characteristic rather than passive thermal effects of the structures enclosing the cold cell are responsible for the observed behavior.