An absorbent article comprises a lotion composition comprising a particular cooling agent. In one embodiment, the cooling agent comprises a particular N-substituted p-menthane carboxamide material. In another embodiment, the cooling agent comprises a cooling material having an enthalpy of vaporization of at least 71 kJ/mol at 760 Torr. The absorbent articles comprising the particular cooling agents provide a cooling sensation to the skin of the wearer of the absorbent article.