It's called the Salt and Ice Challenge.
The game is played by putting salt on the skin, pressing ice on top of it and holding it in place until the ice melts or until the pain becomes too severe.
Numerous people have posted youtube videos of themselves participating in the challenge, which experts say can cause severe burns to the skin, similar to frostbite.
Officials at Pennsylvania's Phoenixville Middle School became concerned after they say they heard students talking about the game.
They quickly took action and sent a letter warning parents.
"Our goal is to provide you with this information in order to facilitate open communication at home to ensure the safety of our students," said Dr. Frank Garritano of the Phoenixville School District.