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But it doesn't need to mean spending days on end hunkered down with the heating on.
These luxury villas offer a therapeutic blast of winter sun and a much-needed vitamin D fix.
With 350 days of sun a year, Palm Springs is the ideal spot for a winter sun escape, especially as it comes with a hefty dash of glamor and architectural style.
The pick of the mid-century mansions for rent is undoubtedly the Twin Palms Estate.
Cheval Blanc Flemands Villa, St. Barts
St. Barts has a reputation for being home to the Caribbean's swankiest, most exclusive accommodation. And Cheval Blanc Flemands Villa is one of the finest places on the island to enjoy summer weather when many countries are stuck in the dark depths of winter.
With its own infinity pool, direct access to the beach and a home cinema for chilling out when the sun goes down, it's a byword for luxury.
Samujana, Koh Samui, Thailand
With a private beach, tennis courts and a yacht for exploring nearby Ang Thong Marine Park, the Sumajana villa estate is a long way from the hedonistic party scene usually associated with this corner of Thailand.
Its eight-bedroom deluxe villas are the pick of the 25 residences, with a cinema room, gym and Jacuzzi, although the smaller six, five and three bedroom properties are similarly luxurious.
Valley Trunk, British Virgin Islands
Set in 19 acres of tropical gardens, its three suites and two villas can host up to 16 adults and eight children. There's a fully crewed 68-foot yacht available 24 hours a day, plus access to a personal yoga teacher and spa therapists.
Weekly rates start at $9,074 on an all-inclusive basis.
Villa Solaro, Capri, Italy
Capri's timelessness and style makes it one of Europe's premium winter sun spots, and Villa Solaro is among the island's most beautiful places to stay.
With room for 18 guests, a boat deck and private access to the sea, not to mention a vast 270,000 square foot garden, there's more than enough space to get lost in.
And if the weather does blow in, the in-house library is the perfect place to shelter for a few hours.
Villa Basmah, Essaouira, Morocco
There's access to the resort's hammam and spa, as well as the chance to have all meals prepped by the in-house chef. Ideal for those who want to maximize their time by the private heated pool.
Rates start at $550 per night and can be booked directly with the resort.
Rawnsley Park Station, Australia
But visitors don't head here to muck in, rather to kick back in the ultra-luxurious eco villas.
Each one features a retractable skylight for some of the best stargazing in the southern hemisphere.
And beyond the villas themselves, there's the chance to take helicopter rides and guided outback walks, with wallabies, emus and kangaroos never far away.
Prices start from $308 per night.
Amilla Villa Estate, Maldives
Opening onto an idyllic white sandy beach and with space for 14 guests, the Amilla Villa Estate is the ultimate luxury winter getaway.
There's a roof terrace for sundowners, a stocked kitchen, bikes for exploring the island and six bedrooms tricked out with iPads, PlayStations and the latest HDTVs. Plus, a 26-foot pool, ideal for lounging or doing laps.
Villa Armonia, Puente Romano, Marbella, Spain
It has five double bedrooms with sea views and picture windows, its own garden and a terrace for chilling out after a long day in the sun.
There's also a tennis club, a two star Michelin restaurant and a spa on site.
Prices start at $6,934.
Koro Lodge, Bushman's Kloof, South Africa
Cape Mountain Zebra graze around the grounds, while smaller animals including lynx, wildcat and baboons can also be spotted on nature drives led by local staff.
The lodge sleeps 10 in total, with prices starting at $1,790 per night.
Villa Aata, Bora Bora, Tahiti
A five-suite villa located on the distant South Pacific island of Bora Bora, Villa Aata is guaranteed to push the idyllic-o-meter close to maximum..
Each room opens out onto the bay, with views of the vertiginous peaks on neighboring Tahaa and Raiata islands. Those who don't fancy the beach can chill out in the marbled swimming pool or grab a bite in the open pavilion dining room.
Aphrodite Hills, Cyprus
Cyprus's eastern Mediterranean location makes it the perfect place to top up the tan and be reminded that winter days aren't always gray and cold.
The Aphrodite Hills complex is home to a number of luxury villas, but its Superior accommodation is the best choice when it comes to indulging this winter.
There's space for 10 guests, a private heated pool and an outdoor terrace for late night dining.