We investigated the effects of single and repeated exposures to whole-body cryotherapy on biomarkers of bone remodeling and osteo-immune crosstalk: sclerostin, osteocalcin (OC), C-terminal cross-linked telopeptide of type I collagen (CTx-I), osteoprotegerin (OPG) and free soluble receptor activator for nuclear factor κ B ligand (sRANKL). The study included 22 healthy males, grouped in high physical fitness level (HPhL) and low physical fitness level (LPhL), all undergone 10 consecutive sessions in a cryogenic chamber (− 110 °C). We observed a significant time-effect on sclerostin (p < 0.05), OC (p < 0.01), CTx-I (p < 0.001), OC/CTx-I (p < 0.05), and significant differences in sRANKL between the groups (p < 0.05) after the 1st cryostimulation; a significant time-effect on OC (p < 0.001) and OC/CTx-I (p < 0.001) after the 10th cryostimulation, and a significant time-effect on CTx-I (p < 0.001) and OC/CTx-I (p < 0.01) after 10 sessions of WBC. In conclusion, in young men, the first exposure to extreme cold induced significant changes in serum sclerostin. The changes in sRANKL, between groups, suggest that fitness level may modify the body's response to cold. The effects of the first stimulus and the whole session are not identical, probably due to the physiological development of habituation to cold.