This paper proposes a new construction with a heat sink integrated into the concentrated wound coils of an axial flux, direct liquid cooled electrical machine. A preliminary assessment of the effectiveness of the heat sink and its position is made using computational fluid dynamics. Lumped-parameter thermal models are also developed, thus allowing accurate comparison of the thermal profile of the two constructions. Following experimental calibration of the model and thermal validation, the temperature profile of the new construction is compared to that from a traditional concentrated wound coil. The model is then used to estimate the effect of the new construction on the current density of the stator windings. The paper demonstrates that for an axial flux motor run at a typical operating point of 300 Nm and 1500 rpm, the maximum temperature is reduced by 87 K. The current density can be increased by 140% before the limiting maximum coil temperature is achieved.