As long as I can remember, one would burn more energy exercising in the cold, than in the heat.
If it is hot, you will sweat more, and lose a lot of water. But if it’s cold, not sweat nearly as much. Also in the cold, your body burns a lot of energy to try to keep you warm. I have never heard the sweating takes a lot of energy, or that the body uses more energy to cool you down than it does to warm you up. Energy usage is going to create heat. If your body were trying to cool you down you would think that it would slow down energy usage?
Well, this is from the Weather Channel app, so I guess consider the source 
