Countercurrent Heat Exchange

Blood flowing from the body core to the periphery (like the legs & feet) carries heat that can be readily lost through the skin. However, the vein returning blood to the body core lies alongside the artery taking blood to the feet. Heat moves by conduction from the warmer arterial blood to the cooler venous blood. Even though the the arterial blood cools on its way to the feet, it is always warmer than the adjacent venous blood. Thus, as blood in the veins moves counter to the blood in the arteries, heat moves across the vessels. Venous blood recovers heat from the arterial blood as the former warms on its way back to the body.
Blood vessels in the neck also employ a countercurrent arrangement and that results in a brain temperature about 1°C cooler than that of the body. (A countercurrent exchange of blood oxygen occurs in the gills of fish.)

Adapted from:
Avian Energy Balance & Thermoregulation
Gill, Frank B. 1995. Ornithology. Second Edition. W. H. Freeman and Company, NY.