Winter swimmers enjoyed an icy dip in Poland's Garczyn lake last February. Recorded air temperature was around 14 degrees Farenheit, and a large ice hole had to be cut to allow the lake bathing. NurPhoto/Getty Images hide caption toggle caption NurPhoto/Getty Images Shots - Health News Could Exercising In Frigid Temperatures Make Us Healthier? January 1, 2019 As a freezing winter drives many of us indoors, some extreme athletes embrace the cold as a great way to burn calories and retrain the immune system while working out. Not so fast, physiologists say.