Police in the western German city have been struggling to restore public confidence after hundreds of women said they were groped and robbed in a mob of mostly North African and Arab men during the New Year festivities.
But a repeat of the New Year debacle was not the only threat, as underlined by a massive operation Thursday against four men at sites across the country suspected of links to the Islamic State group.
With the country already on edge over the Cologne assaults, the spotlight was once again on North African migrants as police on Thursday arrested two Algerians and were hunting two others over their alleged links to IS.
The latest arrests looked set to fuel fears that jihadists are taking advantage of the massive influx of refugees into Europe to slip in undetected, with Germany particularly vulnerable after taking in 1.1 million asylum seekers in 2015 alone.
German authorities have pulled out all the stops to ensure that nothing spoils the fun at the carnival, which began with "Weiberfastnacht" -- which roughly translates as "Women's carnival day" -- when female revellers in fancy dress cut off men's ties as a symbol of clipping their power.
Ramona, a young woman wearing a super-heroine outfit and a purple wig, said she came so that "those who attacked women don't feel that they won".
"It's a form of protest to be here."
Some 2,500 police officers were on patrol, visible in the streets packed with crowds of party-goers dressed up as cowboys, clowns or princesses.
Closed-circuit television cameras have been installed, and bans imposed on known petty thieves, including suspected pickpockets who took part in the crime spree on New Year's Eve.
A "security point" for women has been set up in the city, staffed by social workers and psychologists and the local judicial system is geared up to accelerate the processing of any potential offenders.
Despite the measures, attendance was down at the event, which usually draws 1.5 million visitors to Cologne.
Bernd, 51, said that "we are a welcoming city, but life has changed somewhat since New Year's Eve."
Martin, a member of the organising team who was dressed up in an 18th-century green-and-red soldier's uniform, said: "Some people are afraid I guess. Outside Cologne, people think that we are in a civil war. That's just complete nonsense."
The city's deputy mayor, Guido Kahlen, confirmed the poorer turnout compared to previous years, but put it down to rainy weather.
Germany's domestic intelligence chief Hans-Georg Maassen has said the threat level remains serious following the November attacks on Paris.
The wider area around Cologne in North Rhine-Westphalia state is home to Germany's biggest concentration of radical Islamists.
One of the Algerian suspects targeted in Thursday's raids lived in the western German state, police said.
A man who tried to attack a Paris police station on January 7 -- exactly a year to the day after a jihadist assault on satirical weekly Charlie Hebdo in Paris -- also lived in North Rhine-Westphalia.
'No means no!'
Ahead of the carnival, organisers even printed a leaflet in both Arabic and English explaining the party to newcomers, telling them they could have fun even without alcohol.
The neighbouring city of Bonn was more explicit in its advice, stressing that unwelcomed sexual overtures were "strictly prohibited".
"No means no!" it said.
The festivities run through to Ash Wednesday on February 10, culminating with a parade of giant floats, often with brazen political messages, on what is known as Rose Monday.
Among those on show is one of a lonely Chancellor Angela Merkel surveying the EU, while in the background, refugees drown.