Cold is the first video Danelle Sandoval co-directed, co-produced, styled, and art-directed alongside Stayneutral. Sandoval wanted it to embody the song visually with dried flowers and cool tones but also include the contrast of warm pink hues. The song comes from a tender place of heartbreak, so the floral arrangements represent the loss of emotions and coldness one experiences after a relationship ends. However, when looking at it retrospectively, the whole experience can still be beautiful. Sandoval also wanted to include VHS clips to bring out the feeling of familiarity, nostalgia, and reflection on old memories.