Reference: http://www.alfawzan.af.org.sa/node/15382
Question: During the time of severe cold and heavy rain, when the time for prayer approaches whilst we are out, we find it difficult to have a wash and do wudhoo with water; are we permitted to do tayammum if we are unable to find anything to heat up the water with?
Response: If you are unable to find anything to heat up the water with, whilst it is severely cold and you fear [harm] for yourself if you were to use [cold] water, then there is no harm in doing tayammum. That is because ‘Amr ibn al-‘Aas (radhi-yAllaahu ‘anhu) did that when he feared [harm] for himself from the severe cold during the Battle of Dhaat as-Salaasil; and this was when he was leading [the battle]. So during the night, he had a nocturnal discharge, and at the time it was cold and they did not have anything to heat the water up with; so he did tayammum, then prayed. And when he reached the Prophet ﷺ he informed him about that, and the Prophet ﷺ said [to him]:
…and he responded: Yes, [because] I recalled the saying of [Allaah] Ta’aala:
…so the Prophet ﷺ became silent and did not command him to repeat [the prayer, thereby] approving what he (‘Amr) had done.