Sock structure that is especially useful in applying a cold pack to a cancer patient undergoing chemotherapy treatment, and a method of applying a cold pack to a wearer (e.g. a cancer patient undergoing chemotherapy treatment), using the sock structure. The sock structure comprises a sock body that includes (i) a foot portion configured to cover substantially all of the wearers foot, (ii) a leg portion configured to cover a portion of the wearers ankle and leg, and (iii) a turned heel that provides an angular (turned) junction between the foot and leg portions. Moreover, the sock structure comprises a pocket integral with the sock body and located along predetermined portions of the bottom of the foot portion and the turned heel. The pocket is connected with the sock body in a manner that provides heat transmitting relationship between the pocket and the sole and heel of a human foot and heel located in the sock body, and the pocket is configured for receiving a cold pack and supporting the cold pack along the bottom of the foot portion and a predetermined portion of the turned heel, with the cold pack in heat transmitting relation with the sole and heel of a human foot located in the sock body. The leg portion of the sock body has an opening through which a human foot and heel can be inserted into the sock body with the heel of the foot located in the turned heel of the sock body, and the pocket has a separate opening for receipt of a cold pack with at least a portion of the cold pack located adjacent to the sole of the foot and a predetermined portion of the heel of the human foot.