A prosthetic socket system includes a socket having an inner surface defining a socket cavity. A liner is adapted to receive a residual limb and be removably positioned within the socket cavity. A substantially sealed volume is defined between at least a portion of an outer surface of the liner and a corresponding portion of the inner surface of the socket. A wicking material is positionable in the substantially sealed volume and at least one cooling fluid can be carried by the wicking material. The at least one cooling fluid is adapted to selectively boil within the substantially sealed volume such that heat from the residual limb is converted into latent heat of vaporization by the at least one cooling fluid for a cooling effect.