We discuss a laser cooling scheme for trapped atoms or ions which is based on double electromagnetically induced transparency (EIT) and makes use of a four-level atom in tripod configuration. The additional fourth atomic state is coupled by a strong-coupling laser field to the upper state of the usual three-level setup of single-EIT cooling. This effectively allows to create two EIT structures in the absorption spectrum of the system to be cooled, which may be controlled by the coupling laser field parameters to cancel both the carrier- and the blue-sideband excitations. In leading order of the Lamb-Dicke expansion, this suppresses all heating processes. As a consequence, the double-EIT scheme can be used to lower the cooling limit by a factor of order of the Lamb-Dicke parameter squared as compared to single-EIT cooling.