How to Protect Your Pets During Winter Months Animals must be protected during cold winter months. Animal’s fur does not protect them from the cold elements during the most dangerous time of the year for pets. During cold months, pets should be kept inside. Provide a warm place for your pets in your home that is up off of the floor. Also remember, small pets can be attracted to the warmth of your automobile engine creating a potentially dangerous situation. Consider a stock of food for your family as well as pets during the winter in case of unexpected weather emergencies.