Cooper, S. M., and R. P. R. Dawber. "The history of cryosurgery." Journal of the royal society of medicine 94.4 (2001): 196-201. claims:
The benefits of cold have been appreciated for many thousands of years. The ancient Egyptians, and later Hippocrates, were aware of the analgesic and anti-inflammatory properties of cold.
What cold object/water/etc. did ancient Egyptians use for analgesic and anti-inflammatory purpose? I am surprised they could have objects that were cold enough for this use.