Cold-wire sensors, used for measurements of temperature fluctuations in turbulent flows, can suffer greatly from reduced frequency response, at high frequencies as a result of the wire’s thermal inertia and at low frequencies as a result of end conduction between the wire and the thermally massive support prongs. The frequency response of two platinum cold wires (1.27 μm diameter, 0.8 mm length and 1.27 μm, 0.76 mm length) was measured using the movement of the instantaneous hot-cold interface of a heated turbulent boundary layer, combined with a conditional sampling and averaging technique. The method proved suitable for measuring the plateau-level response due to end conduction, but exhibited significant scatter in the indirect measurements of the wire time constant. Variations of the time constant with velocity, over the range 5 to 15 m/s, were consistent with the thermal behavior exhibited by hot-wire sensors. For situations in which the cold wire will be used in boundary-layer applications, this method is attractive since the response can be determined in situ, without the need for specialized equipment or facilities.