Media playback is unsupported on your device
30 January 2015 Last updated at 11:48 GMT
But visitors to Niagara Falls in North America got a shock when they saw adventurer Will Gadd climbing UP a frozen section.
Niagara Falls is actually a collection of three waterfalls - he made it up an icy part of Horseshoe Falls, the biggest one.
Will said: "I've been ice climbing for 30 years now and this is the coolest thing I've ever done."
Watch Hayley's clip to see Will in action.
When you think of waterfalls, you tend to picture stuff going down...