I am not sure what you mean about "cold" but if we are talking about normal winter temps of say in the upper 20's or above you can take the puppy out for brief periods of say 10 mins or so. It is also a good time to get the puppy used to winter clothing like a sweater or coat, if frequent trips to frozen, snowy or icy conditions is necessary then booties are also helpful if the puppy will tolerate them. A healthy puppy can withstand most of what you can and at the same time you start to get cold the puppy is also.