However, when the body constricts those blood vessels, there is less space for the blood to occupy, but the same amount of blood! As you can probably guess, this causes blood pressure to increase. This is when the cold diuresis kicks in. Since the body would prefer to keep itself warm without boosting blood pressure, it will try to relieve that pressure in a different way. There is a small amount of water in our blood, so the body essentially squeezes out that water to re-balance the pressure.There is a particular hormone, called the anti-diuretic hormone, which will decrease as blood pressure rises. This signals the kidneys to pull out the water from the blood and store it in the bladder. This more dilute urine in the bladder, as we would expect, makes us feel that urge to pee! Even more interesting is that a full bladder is a very good place for additional heat loss, so the body is eager to eliminate it and maintain the appropriate core temperature in cold weather.