Critical reception
The episode received generally positive reviews. Dan Martin of The Guardian wrote that "Cold War" was "easily the best of this new series so far, and Mark Gatiss's finest contribution yet." He praised the reinvention of the Ice Warrior and felt that the elements came together to form an episode that was "tense, tightly wound, claustrophobic but also full of heart." Zap2it's Geoff Berkshire said that "Cold War" was better than Gatiss' previous episodes "The Idiot's Lantern" and "Victory of the Daleks". He praised the guest cast, but wished "their characters had a bit more meat to them." Independent reviewer Neela Debnath described the story as "slick and intelligent" with "cinematic aesthetics and tone."
Patrick Mulkern of Radio Times found an inconsistency with the TARDIS translation matrix, but overall was positive towards the acting, visual aspects, and story. Daily Telegraph reviewer Gavin Fuller gave the episode four out of five stars, describing it as "finely crafted" and "thrilling." He praised the setting and the dialogue, but felt that the Soviet characters were "perilously close to being ciphers." Digital Spy's Morgan Jeffery awarded the episode five out of five stars, saying that it was "fresh and exciting" but also had a "wonderfully old-school tone." He wrote that it had "one of the best guest casts to have graced Doctor Who since the show returned in 2005" and also praised the reintroduction of the Ice Warriors and the production values. Alasdair Wilkins of The A.V. Club gave "Cold War" a grade of A, highlighting the tense atmosphere, the "bold new direction" taken with the Ice Warriors, the guest performances, and Clara's importance.
Russell Lewin of SFX gave "Cold War" four out of five stars, praising the set and direction as well as the Ice Warrior. On the other hand, Lewin noted that, as a base-under-siege story, it did not play with the narrative form or "go anywhere we couldn't have predicted," with the exception of the Ice Warrior breaking out of its suit. IGN's Mark Snow gave the episode a rating of 8.3 out of 10. Snow praised the reintroduction of the Ice Warriors and called Skaldak "the show's most memorable villain in a while, thanks to his stern, occasionally psychopathic approach to problem solving, and an environment that helped make the bulky, heavy creature design imposing rather than laughably naff." However, he felt that some of Skaldak's effects were "laughably rubbery" and that his motivations were "psychotically random." Tor.com reviewer Emmet Asher-Perrin was more critical of the episode, pointing out that little happened. She called the pacing "sloppy" and found Skaldak to not be an interesting foe.
In Doctor Who Magazine issue 460, Graham Kibble-White gave it a mixed review. He complimented the fact that "the action kicks off early – very early – and then doesn't let up", and said the Ice Warrior redesign was "the best reinvention so far of an old Doctor Who foe", although he admitted he thought it was "a shame to lose the tufts of hair around the joints", saying they gave the Ice Warriors "a pleasing organic feel upon the shell." He complained about the reference to the Ice Warriors' code of honour, claiming it to have always been "damnably dull." Additionally, he disliked the revelation of Skaldak's true form, claiming it to look like "a not especially memorable CGI tortoise" and saying the BBC seems to have forgotten that "monsters are diminished when they're brought into the light", as well as worrying that it may have been "breaking a taboo for the show".