Check Out The New Recipe From vegrecipesofindia.com . Coffee milkshake recipe with step by step photos – coffee milkshake is a popular summer beverage and is basically made by blending coffee with milk and ice cream. Thus it is also known as cold coffee with ice cream. The coffee shake recipe I am sharing is the way I make Cold coffee at home where I use a slightly different method. This technique gives a really good creamy and thick cafe style cold coffee which you will like.