But the conditions have not been as bad as expected with only a  small number of schools forced to turn pupils away and only minor disruption to transport.
The Met Office had warned of rain turning to snow as it moved east across the UK, with snow confined to higher ground in Wales.
But the risk of snow and ice remains on Friday.
This may lead to "a risk of disruption" and "difficult driving conditions", the forecaster said.
In its weather warning, the Met Office said some parts of Wales 2-4cm of snow on lower ground and 5-10cm (2-4in) on higher ground. There is a risk of ice on untreated surfaces.
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The A465 Heads of the Valleys Road between the Brynmawr and Ebbw Vale roundabouts saw drivers urged to show caution due to accumulated snow.
Driving conditions have also been described as "hazardous" due to snow on the Rhigos mountain road, while Colonel Road was closed due to the weather at Heol-Y-Felin (Betws) in Ammanford, Carmarthenshire.
Meanwhile, Dyfed-Powys Police encouraged walkers to park sensibly around the Storey Arms area of Brecon this weekend as a high volume of visitors is expected for the Fan Dance endurance event at Pen y Fan.
The force said snowfall over the Brecon Beacons and two pre-planned events led to significant disruption and traffic issues on the A470 last January.
Cars parked on the side of the road in the National Park area caused "substantial difficulty" to emergency services vehicles which were called to a three-vehicle crash and created a hazard to pedestrians who had to walk in the road.
Sgt Owen Dillion, of the roads policing unit, said: "Last January, we issued fines to over 100 vehicles parked illegally in one weekend. We really hope not to do the same this year."
Snow and ice has caused some schools to close across Wales with a yellow "be aware" weather warning still in place.