An endorectal cooling device (ECD) includes an elongated body, a cooling fluid circuit, and a gas bubble removal device. The elongated body includes an insertable portion for insertion into a patient's rectum and an external portion that remains external to the rectum. The cooling fluid circuit is defined in the elongated body from the external portion to the insertable portion and circulates cooling fluid to regulate a temperature of a cooling surface on the insertable portion. The gas bubble removal device can include a coil, a tube, a mesh, and/or a hole that is disposed on or defined in the insertable portion of the elongated body, such as the cooling surface. A low-pressure source, such as a vacuum pump or a Venturi structure, can be fluidly coupled to the gas bubble removal device to remove fluid and bubbles by a suction force after the ECD is inserted into the rectum.