Insects are cold-blooded, which means that they cannot control their body temperature. This means that insects are not good at surviving the cold, at any rate out in the open. In the winter, many insects go into something called diapause, which is the insect version of hibernation. Some insects, like cockroaches, cannot go into diapause and they will die if it gets too cold outside. This is why cockroaches love living in people's warm houses.