Transient receptor potential melastatin 8 (TRPM8) channel is a Ca2+-permeable non-selective cation channel that acts as the primary cold sensor in humans. TRPM8 is also activated by ligands such as menthol, icilin, and phosphatidylinositol 4,5-bisphosphate (PIP2), and desensitized by Ca2+. Here we have determined electron cryo-microscopy structures of mouse TRPM8 in the absence of ligand, and in the presence of Ca2+ and icilin at 2.5–3.2 Å resolution. The ligand-free state TRPM8 structure represents the full-length structure of mammalian TRPM8 channels with a canonical S4-S5 linker and the clearly resolved selectivity filter and outer pore loop. TRPM8 has a short but wide selectivity filter which may account for its permeability to hydrated Ca2+. Ca2+ and icilin bind in the cytosolic-facing cavity of the voltage-sensing-like domain of TRPM8 but induce little conformational change. All the ligand-bound TRPM8 structures adopt the same closed conformation as the ligand-free structure. This study reveals the overall architecture of mouse TRPM8 and the structural basis for its ligand recognition.