It was a Saturday evening in March, just before sundown, when we heard the screaming. I was out walking with my wife, Melissa, and our golden retriever, Kira, beside a lake in Irvington, New York State, when the peace was broken by a woman’s voice, calling out two names over and over.

We spotted her almost immediately, three or four hundred feet away across the lake. Spring had yet to take hold and there was still snow on the ground, the water covered by a layer of ice that had just started to thaw. Two big red labradors were walking out across it. They appeared to be quite old and were moving slowly. As we watched, the ice gave way beneath one dog and then the other, plunging them into the water.

We arrived at the scene a few minutes later, but the dogs already seemed to be showing the effects of the cold as they struggled lethargically to escape. We realised calling 911 would be useless – the dog farthest out was in water about 20ft deep and I feared neither of them would stay afloat long enough for the emergency services to arrive. Besides, I was probably uniquely qualified to carry out the rescue myself.

I grew up on a nuclear military base in Kazakhstan where my mother, a nuclear physicist, was involved with biological research. Soldiers would bring her animals that had survived blasts at a nearby testing site, and once she was sure they were free of radiation she’d do her best to fix them up at our home. Ever since, I’ve never been able to ignore an animal in trouble.

My mother was also keen on cold-water exposure, which she believed improved the immune system and restored the body. She practised this as far back as I can remember, standing in the snow and pouring a bucket of cold water over herself. I had my first experience of this with my grandfather when I was seven. A Siberian hunter who kept himself tough with extremes of hot and cold, he took me from a hot spa to a hole in the ice, lowered me into the water and climbed in after me. “Just breathe,” he said. “It’s simple. Deeper and deeper, continue until you feel good.”

Timofey Yuriev and his dog Kira to the rescue

Now I run a travel group that takes people to extreme conditions around the world – at the time the dogs went in the lake, Melissa and I had been doing cold water immersion in the Hudson River. As I stripped to my shorts, the dogs’ owner tried to dissuade me from going into the water, but I reassured her that I could do it and I knew if I got into trouble, Melissa would be able to help.

Even so, the shock of water that cold can be dangerous. I’d learned to control the adrenaline and I was practising my grandfather’s deep breathing as I waded in. I wasn’t alone – Kira had been joining us for our training dips and swam alongside me as I broke through the soft ice at the side of the lake and made my way towards the first dog, about 10ft from shore. Having Kira there was a huge support and she ended up reaching the stricken dog before I did, nudging it with her nose as if to say, “Everything’s going to be alright.” Having cleared a path, we were able to shepherd it quickly back to shore.

The second dog was farther out and I had to pause before I went back in. That’s when another technique I’d learned from my grandfather came into play. He’d taught me about a pressure point on the wrist that when pressed in the right way sends out an electrical signal, like a jolt of energy. That helped keep me warm as I set out again with Kira. There was more ice to break through this time. I maintained eye contact with the dog as we approached and could see that it knew it was in trouble. With Kira’s encouragement, it found the stamina to follow us back along the channel we’d created. Back on shore the dogs looked tired but were otherwise OK. The owner was emotional – “I’m the luckiest woman alive!” she said. We’ve stayed in touch and are planning to meet soon. The dogs are doing fine.

I dressed quickly and rubbed snow on my hands and feet to restore circulation. As soon as we got home I did the one thing I knew would restore my energy. I rinsed in cold water – this time after a long, hot shower.

• As told to Chris Broughton

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