Fluorescence and circular dichroism data as a function of temperature were obtained to characterize the unfolding of nuclease A and two of its less stable mutants. These spectroscopic data were obtained with a modified instrument that enables the nearly simultaneous detection of both fluorescence and CD data on the same sample. A global analysis of these multiple datasets yielded an excellent fit of a model that includes a change in the heat capacity change, deltaC(p), between the unfolded and native states. This analysis gives a deltaC(p) of 2.2 kcal/mol/ x K for thermal unfolding of the WT protein and 1.3 and 1.8 kcal/mol/K for the two mutants. These deltaC(p) values are consistent with significant population of the cold unfolded state at approximately 0 degrees C. Independent evidence for the existence of a cold unfolded state is the observation of a separately migrating peak in size exclusion chromatography. The new chromatographic peak is seen near 0 degrees C, has a partition coefficient corresponding to a larger hydrodynamic radius, and shows a red-shifted fluorescence spectrum, as compared to the native protein. Data also indicate that the high-temperature unfolded form of mutant nuclease is relatively compact. Size exclusion chromatography shows the high temperature unfolded form to have a hydrodynamic radius that is larger than that for the native form, but smaller than that for the urea or pH-induced unfolded forms. Addition of chemical denaturants to the high-temperature unfolded form causes a further unfolding of the protein, as indicated by an increase in the apparent hydrodynamic radius and a decrease in the rotational correlation time for Trp140 (as determined by fluorescence anisotropy decay measurements).