Mental health disease constitutes 25% of the total burden of disease in Denmark. In the last few years, an increasing tendency for seeking the ocean has arisen, and winter bathing is one of the outdoor activities with a large rise in popularity. The purpose of this study was to explore if and how regular winter bathing in blue spaces can affect people's mental health. This study employed a qualitative design using fieldwork with semi-structured interviews with four members from three different winter bathing clubs. The empirical data were thematically analyzed followed by theoretical analysis. The results revealed five themes: Social Connectedness; Blue Nature as a Free Space; The Motivation Behind Winter Bathing; It is More Than an Ice-Cold Shock; and Finding Mental Peace in Winter Bathing. The results suggest that winter bathing in blue spaces contributed to improved mental health for the informants. In conclusion, regular winter bathing enhanced the participants' mental health. A relatively short time in the ice-cold water provided mental peace which transferred to the rest of daily life in general, which emphasizes the mental health-promoting potential of winter bathing. Positive emotions were cultivated through exposure to blue spaces, including inner calm and a sense of safety. Winter bathing also served as a space for social connectedness and community building, facilitated by the club environment in which meaningful social interactions occurred.