Adaptation to low temperatures has been reasonably developed in the human species during the colonization of the Eurasian landmass subsequent to Out of Africa migrations of anatomically modern humans. In addition to morphological and cultural changes, also metabolic ones are supposed to have favored human isolation from cold and body heat production and this can be hypothesized also for most Neandertal and at least for some Denisovan populations, which lived in geographical areas that strongly experienced the last glacial period. Modulation of non-shivering thermogenesis, for which adipocytes belonging to the brown adipose tissue are the most specialized cells, might have driven these metabolic adaptations. To perform an exploratory analysis aimed at looking into this hypothesis, variation at 28 genes involved in such functional pathway was investigated in modern populations from different climate zones, as well as in Neandertal and Denisovan genomes. Patterns of variation at the LEPR gene, strongly related to increased heat dissipation by mitochondria, appeared to have been shaped by positive selection in modern East Asians, but not in Europeans. Moreover, a single potentially cold-adapted LEPR allele, different from the supposed adaptive one identified in Homo sapiens, was found also in Neandertal and Denisovan genomes. These findings suggest that independent mechanisms for cold adaptations might have been developed in different non-African human groups, as well as that the evolution of possible enhanced thermal efficiency in Neandertals and in some Denisovan populations has plausibly entailed significant changes also in other functional pathways than in the examined one.