Apparently it can, according to a recent article in the journal Psychological Science, as recently reported in the New York Times. Dr. Zhong and Geoffrey J. Leonardelli, of the University of Toronto, ran two experiments:
In one, they split 65 students into two groups, instructing those in one to recall a time when they felt socially rejected, and those in the other to summon a memory of social acceptance.
Many of the students were recent immigrants and had fresh memories of being isolated in the dorms, left behind while roommates went out, Dr. Zhong said.
The researchers then had each of the participants estimate the temperature in the lab room. The students who had recalled being excluded estimated the temperature to be, on average, 5 degrees Fahrenheit lower than the others.
Pretty strong evidence that how we feel governs our state of mind and action as much as what we think.