The relationship between metabolism and reactive oxygen species (ROS) production by the mitochondria has often been (wrongly) viewed as straightforward, with increased metabolism leading to higher generation of pro-oxidants. Insights into mitochondrial functioning show that oxygen consumption is principally coupled with either energy conversion as ATP or as heat, depending on whether the ATP-synthase or the mitochondrial uncoupling protein 1 (UCP1) is driving respiration. However, these two processes might greatly differ in terms of oxidative costs. We used a cold challenge to investigate the oxidative stress consequences of an increased metabolism achieved either by the activation of an uncoupled mechanism (i.e. UCP1 activity) in the brown adipose tissue (BAT) of wild-type mice or by ATP-dependent muscular shivering thermogenesis in mice deficient for UCP1. Although both mouse strains increased their metabolism by more than twofold when acclimatised for 4 weeks to moderate cold (12°C), only mice deficient for UCP1 suffered from elevated levels of oxidative stress. When exposed to cold, mice deficient for UCP1 showed an increase of 20.2% in plasmatic reactive oxygen metabolites, 81.8% in muscular oxidized glutathione and 47.1% in muscular protein carbonyls. In contrast, there was no evidence of elevated levels of oxidative stress in the plasma, muscles or BAT of wild-type mice exposed to cold despite a drastic increase in BAT activity. Our study demonstrates differing oxidative costs linked to the functioning of two highly metabolically active organs during thermogenesis, and advises careful consideration of mitochondrial functioning when investigating the links between metabolism and oxidative stress.