Colin Smithson was the first to take plunge this morning at the newly reopen Wigton swimming pool.
The pool was closed by Cumbria County Council last year after it was linked to a chemical leak.
Mr Smithson had been one of many people campaigning to keep the baths open.
He said he was "very happy" to be back.
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The 46-year-old, who won five trophies during his playing days with the Foxes, has succeeded Pierre de Bruyn in the role at Grace Road.
A yellow, and in some parts amber, warning for strong winds has been issued for Cumbria and Southern Scotland from midday and tomorrow.