The body sends a warning signal in the form of cold sweat. Sweating is how the body normally regulates its temperature. When you sweat profusely, your heart has to work harder to pump blood through your arteries. Anyone who regularly suffers from cold sweats should see a doctor as soon as possible. Cold sweats can be a sign of heart disease, infection, cancer, or neurological disease, among other things. Cold sweats can also be caused by medication or stress.