<p>Cold and snowy spells are compound extreme events that have many societal impacts. Insight on their dynamics in climate change scenarios could help adaptation. We focus on winter cold and snowy spells over Italy, reconstructing 32 major events in the past 60 years from documentary sources. We show that despite warmer winter temperatures, some recent cold spells show abundant, sometimes exceptional snowfall amounts. In order to explain these compound phenomena, we perform ensembles of climate simulations in fixed emission scenarios changing boundary conditions (such sea–surface temperature, SST) and detect analogs of observed events. Our results show that the response of extreme cold weather events to climate change is not purely thermodynamic nor linked to the global average temperature increase, but crucially depends on the interactions of the atmospheric circulation at mid-latitudes with the thermodynamic feedback from warmer Mediterranean temperatures. This suggests how Mediterranean countries like Italy could observe large snowfall amounts even in warmer climates.</p>