Is it normal for a dental filling to be sensitive days later?

I had a minor cavity beginning to form on one of my front teeth. It was painless, but the cosmetic damage was making my self conscious. I received a filling on Thursday and it incredibly sensitive to cold temperatures. (It hurts to drink cold liquid.)

Is this normal? I haven't had any fillings put in for years, I don't remember this being a side effect of the ones I got as a kid.