A protective dressing includes an outer dressing and an adhesive layer. The outer dressing includes an opening and a cavity sized to receive a phase-change material (PCM) insert inserted through the opening. The adhesive layer is configured to adhere to a patient's skin surrounding an anatomic site. When adhered to the patient's skin, the PCM insert modifies the patient's skin at the anatomic site. The PCM insert may be removed and replaced with another PCM insert. For example, a warm PCM insert may be replaced with a refrigerated PCM insert. The opening of the outer dressing may be self-sealing. The opening of the outer dressing may be sealed with an upper layer dressing coupled to the PCM cooling insert.