An implantable medical device lead includes an insulative lead body, an outer conductive coil extending through the lead body, and an inner conductive coil extending coaxially with the outer conductive coil. The outer conductive coil is coupled to a proximal electrode at a distal end of the outer conductive coil, and the inner conductive coil is coupled to a distal electrode at a distal end of the inner conductive coil. A cooling assembly is thermally coupled to the distal electrode to dissipate heat generated at the distal electrode during exposure to magnetic resonance imaging (MRI) fields.