Metabolites of the kynurenine (KYN) pathway of tryptophan (TRP) degradation have attracted interest as potential pathophysiological mediators and future diagnostic biomarkers. A greater knowledge of the pathological implications of the metabolites is associated with a need for a better understanding of how the normal behaviour and physiological activities impact their concentrations. This study aimed to investigate whether fasting (FAST) and whole-body cold-water immersion (CWI) affect KYN pathway metabolites. Thirteen young women were randomly assigned to receive the 2-d FAST with two 10-min CWI on separate days (FAST-CWI), 2-d FAST without CWI (FAST-CON), 2-d two CWI on separate days without FAST (CON-CWI) or the 2-d usual diet without CWI (CON-CON) in a randomised crossover fashion. Changes in plasma concentrations of TRP, kynurenic acid (KYNA), 3-hydroxy-kynurenine (3-HK), picolinic acid (PIC), quinolinic acid (QUIN) and nicotinamide (NAA) were determined with ultra-performance liquid chromatography-tandem mass spectrometer. FAST-CWI and FAST-CON lowered TRP concentration (P < 0·05, ηp2 = 0·24), and increased concentrations of KYNA, 3-HK and PIC (P < 0·05, ηp2 = 0·21–0·71) with no additional effects of CWI. The ratio of PIC/QUIN increased after FAST-CWI and FAST-CON trials (P < 0·05) but with a blunted effect in the FAST-CWI trial (P < 0·05) compared with the FAST-CON trials (ηp2 = 0·67). Concentrations of QUIN and NAA were unaltered. This study demonstrated that fasting for 2 d considerably impacts the concentration of several metabolites in the KYN pathway. This should be considered when discussing the potential of KYN pathway metabolites as biomarkers.