Cold weather does not cause colds—not even a little bit.

“Put your jacket on before going outside, or you will catch a cold!” Did your mother ever say that on a chilly day? Well, it is not true! Cold weather does not cause colds. It is an old wives’ tale that originates from a time when there weren't any cures for fevers and infections. These myths were created by people to explain what happens in an effort to protect their children from illness.

The Army Research Institute of Environmental Medicine has done a study that showed that, contrary to popular folklore, acute cold exposure stimulates the immune system and does not suppress it. Exposure to cold increases the levels of circulating norepinephrine—a hormone in the body that acts as a decongestant.

While cold temperatures in itself can not cause a cold, vasoconstriction—when blood vessels such as those found in the nose narrow—causes dryness which compromises the nose’s ability to filter infections. When you then return to warm air, blood returns to the nose, causing it to become runny and sometimes forcing mouth-breathing which, in turn, makes you susceptible to the inhalation of virus-bearing mucus.

It is therefore viruses that cause colds and respiratory infections, and cold weather has been falsely accused as being the culprit.

(Source)