But not everyone has the option to stay inside, which could put your health at risk, including when it comes to your lungs.
Rachael Halgerson's schedule doesn't require her to be outside for long periods of time. But when she is, she stays bundled up.
"Gloves, hat and then boots I guess. Trying to get quickly from one place to the next," Halgerson said.
Respiratory therapist Char Raley says the best thing you can do for your health is to stay inside when it's cold outside.
"Everybody should limit their exposure as much as possible. Obviously an increased chance if you have lung disease or heart disease," Raley said.
If you suffer from any sort of a lung disease, experts say you should take your medication before you even go outside to make sure that you don't end up here.
The American Lung Association is alerting people that severely cold temperatures can actually damage your lungs.
"Prolonged amount of time, it definitely can cause damage. For the most part, day to day type of issues, it causes you to have shortness of breath and so you have to take your rescue medications and those types of things," Raley said.
But if you don't have access to any medications such as an inhaler, Raley says head to your nearest coffee shop.
"There's a relative between coffee and some broncho-dialation which means opening up the airways, so a cup of coffee or a cup of tea might actually help," Raley said.
Halgerson says she's already one step ahead.
"I drink caffeine very regularly so I guess that won't be a problem," Halgerson said.
And for those of you who are required to be outdoors in the cold weather, Raley says make sure you're wearing the right outerwear.
"Wear a scarf or something over their mouth. For parents, I try to tell them to be a little bit more inventive, make sure it's something fun that the kids will actually wear all day when they're out at recess," Raley said.
If you're experiencing severe shortness of breath due to the cold, Raley says you should call 911 or head to your nearest emergency room.
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The frigid temperatures this week have many of us just wanting to stay inside where it's warm.