The 66-year-old musician is keeping in good shape to perform his two year residency at Caesars Palace hotel and casino in Las Vegas - following in the footsteps of Celine Dion and Sir Elton John - and he insists the freezing post-sport routine is great for his muscles.
He said: "I keep fit, and after anything I do, like cycling, swimming, football, I hop in a bath of ice water up to about my privates. Works wonders, it does."
Rod - who has just become a granddaughter for the first time after his daughter Kimberly gave birth to a baby girl, who she has named Delilah, on Sunday (21.08.11) - also revealed he is currently enjoying a creative renaissance and has started writing songs again for the first time in years.
Speaking at the launch of the residency, he told the USA Today newspaper: "I`m writing songs again, something I never thought I`d do. I`m writing about divorce, about my childhood, all sorts of things. Why this gift has come back to me after lying dormant for 17 years, I don`t know. But it has.
"And I`m a grandfather now. I`ve been going around blabbing that for hours.
"I can`t wait to get out there every time. I just love it. Singing is who I am. It`s my job and I don`t want anyone to take my job away."