The short answer for an Aussie in winter
Most Australian Shepherds handle winter well. The breed was shaped for ranch work in changeable mountain weather, and the medium-length double coat does real work: a weather-resistant outer layer sheds light snow and sleet while the softer undercoat holds a layer of warmed air next to the skin. A fit adult Aussie trotting, turning and sniffing on a normal winter walk generates plenty of his own heat and will often choose to linger outside long after a short-coated housemate has headed for the door. Feeling the cold is therefore less about the calendar and more about the conditions on a given day.
Where that double coat stops helping
The Aussie's insulation fails in a few predictable ways. Wind combined with cold rain flattens the coat and drives moisture down to the skin, and a wet undercoat loses most of its warming value. Still air matters too: the same dog who is happy on a moving walk can chill quickly while tied outside a shop or waiting in an unheated car, because he is no longer producing exercise heat. Puppies have not yet grown a full adult undercoat, senior Aussies carry less muscle and fat to burn, and a dog clipped very short for summer has given up the layer winter expects. Size helps this breed compared with toys, but it does not make any individual dog weatherproof.
Winter care that fits a working herder
Keep the exercise coming, because an under-exercised Aussie is a problem indoors long before the cold is. Favour active walks and games over slow pavement plodding, and on wet, windy days shorten the outing and add indoor training or scent games to spend the energy instead. Check the feet after every snowy walk: ice and packed snow lodge between an Aussie's toes and in the feathering behind the legs, so a quick rinse in lukewarm water at the door and a towel dry prevents sore, split pads. Leave the coat unclipped through winter, brush out loose undercoat so the remaining layer lies evenly, and add a light waterproof jacket only for the wet-wind days, for very young or old dogs, or for outings where he will be standing around. Indoors, a bed out of the draught from doors suits him better than a spot pressed against a radiator, which can dry the coat and skin.
The signs your Aussie has had enough
Learn your own dog's tells rather than relying on a thermometer. Reluctance at the door, lifting one paw then another, shivering that does not settle once he is moving, and curling tightly with his nose tucked under his tail all say the outing should end. Pale, hard or cracked pads after a walk point to too much time on frozen or salted ground, and gritted pavements should be rinsed off his feet because road salt irritates skin and is unpleasant to lick away. If shivering continues indoors after he has warmed up, or he seems lethargic and off his food, call your veterinarian the same day rather than waiting to see. Recording which conditions suit him, from coat notes to paw care, in KinsLe through Family Sharing lets the whole household give this Aussie the same thoughtful winter care.