Earthworm cocoons are mostly found in the uppermost soil layers and are therefore often exposed to low temperatures during winter. In the present study, cocoons of five taxa of earthworms were investigated for their tolerance to freezing, melting points of cocoon fluids and dehydration of cocoons when exposed to a frozen environment. Embryos of the taxa investigated were freeze intolerant. The melting points of fully hydrated cocoon fluids were high (above –0.3°C) and thermal hysteresis factors were absent. Exposure to a frozen environment caused the cocoons to dehydrate drastically and dehydrated cocoons showed significantly lower super-cooling points than fully hydrated cocoons, reducing the risk of freezing for dehydrated cocoons. It is proposed therefore that the cold-hardiness strategy of the earthworm cocoons is based on dehydration upon exposure to subzero temperatures in the frozen environment. Cocoons of three surface-dwelling taxa, Dendrobaena octaedra, Dendrodrilus rubidus tenuis and Dendrodrilus rubidus norvegicus had lower supercooling points and survived frost exposure better than cocoons of two deeper-dwelling taxa, Aporrectodea caliginosa and Allolobophora chlorotica. One of the investigated taxa, D. r. norvegicus, was collected from a cold alpine habitat. However, it was not more cold hardy than the closely related D. r. tenuis collected from a lowland temperate habitat. D. octaedra was the most cold hardy taxon, its cocoons being able to withstand –8°C for 3 months and –13.5°C for 2 weeks in frozen soil.