Indoors only — warmth decides this one
The hedgehog sold as a pet is the African pygmy hedgehog, a warm-climate animal selectively bred in captivity, and it shares almost nothing with the wild hedgehogs that visit gardens. Wild hedgehogs are built to hibernate through winter. Your pygmy hedgehog is not: if its environment drops too cold, its body may still attempt hibernation, but without the fat reserves and physiology to sustain it, that attempt can kill it. That single fact settles the question — a pet hedgehog lives indoors, at a controlled temperature, all year.
What outdoors would throw at a pygmy hedgehog
Even in summer, outdoor housing stacks the risks. Nights turn cold enough to chill a small animal that needs its enclosure held steadily in the low-to-mid twenties Celsius. Gardens carry slug pellets, sprays and other chemicals at exactly hedgehog height, plus parasites from wildlife and predators from cats to foxes that a slow, ball-rolling animal cannot escape. Damp ground invites skin and respiratory problems. And an outdoor hedgehog is a nocturnal animal you would essentially never see awake, which removes both the pleasure of keeping one and your chance of spotting illness early.
The indoor setup a hedgehog needs
Give your hedgehog a roomy, single-level enclosure with a solid floor — wire floors injure small feet — a fleece liner or suitable bedding, a hide to sleep in and a large solid-surface wheel, because hedgehogs roam miles at night in the wild and a wheel is how a pet covers that ground. Heat comes from a thermostat-controlled heat source aimed at keeping the whole enclosure in that steady warm range, with a thermometer you actually read daily; a room that feels warm to you at midday may be too cold at the cage's floor level at night. Site the enclosure away from draughts and direct sun, and expect the hedgehog to be active after dark and to want quiet darkness in the daytime.
Choosing the room the enclosure lives in
The best room is one whose temperature barely moves: a spare bedroom or quiet living area away from exterior doors, with blackout-friendly curtains if the room gets bright early, since hedgehogs keep nocturnal hours and sleep through the day. Expect a wheel to be used enthusiastically at night, which argues against the enclosure sharing a light sleeper's bedroom. Keep other pets out of the room unsupervised — a hedgehog's ball defence is no match for a determined dog — and keep the enclosure off the floor if the room has any history of draughts at skirting level.
When warmth problems become vet problems
A hedgehog found cold, wobbly and reluctant to uncurl may be attempting hibernation: warm it gradually in your hands or against your body and contact a vet the same day — never plunge it into hot water. A hedgehog off its food for more than a night, or losing quills with flaky skin, also deserves a prompt visit.
Questions about indoor temperature come up constantly in hedgehog keeping, especially during cold snaps and heater changes. Questions that remain can be put as a follow-up question to KinsLe's Kinny; he answers using the KinsLe Answers library.