A prosthesis includes a socket for receiving a residual limb, the socket having a socket wall defining a limb-receiving surface a heat pipe including a working fluid and a wicking structure, the heat pipe having a socket section and a heat sink section, the heat pipe extending along its length through the socket wall proximate to or exposed at the limb-receiving surface, wherein the working fluid has a boiling point of from about 0° C. to 90° C. such that the working fluid is adapted to evaporate to form vapor under the influence of the heat of a residual limb in the socket thus drawing heat from and cooling the residual limb. A heat sink section of the heat pipe passes through the heat sink, the heat sink reducing the temperature of the working fluid.