While there doesn't seem to be a consensus on how cold is too cold to run outside, use your common sense and take your goals, comfort and safety into account. In turn, you will be more prone to injury. Your Winter Running Hydration Plan (Avoiding Dehydration Having a glass of cold milk after exercising also prevents weight gain and it contains healthy sugar and protein to replace lost tissues. Health benefits of running in the cold . This is the intensity of exercise in which you can maintain the level of lactate in the body. As a result, blood will flow toward the core of the body to preserve warmth. For starters, let’s debunk the myth that running in the cold “burns more calories” than normal running. Running in cold weather is safe, as long as you take a smart approach. A major benefit of running in cold weather is that you’re getting some aerobic exercise. But, aside from the obvious reasons that you should keep active (you know, like your health), working out in t...