The practice of physical activity in a variable climate during the same competition is becoming more and more common due to climate change and increasingly frequent climate disturbances. The main aim of this pilot study was to understand the impact of cold ambient temperature on performance factors during a professional cycling race. Six professional athletes (age = 27 ± 2.7 years; height = 180.86 ± 5.81 cm; weight = 74.09 ± 9.11 kg; % fat mass = 8.01 ± 2.47%; maximum aerobic power (MAP) = 473 ± 26.28 W, undertook ~20 h training each week at the time of the study) participated in the Tour de la Provence under cold environmental conditions (the ambient temperature was 15.6 ± 1.4 °C with a relative humidity of 41 ± 8.5% and the normalized ambient temperature (T_awc) was 7.77 ± 2.04 °C). Body core temperature (T_co) was measured with an ingestible capsule. Heart rate (HR), power, speed, cadence and the elevation gradient were read from the cyclists' onboard performance monitors. The interaction (multivariate analysis of variance) of the T_awc and the elevation gradient has a significant impact (F(1.5) = 32.2; p < 0.001) on the variables (cadence, power, velocity, core temperature, heart rate) and on each individual. Thus, this pilot study shows that in cold environmental conditions, the athlete's performance was limited by weather parameters (ambient temperature associated with air velocity) and race characteristics. The interaction of T_awc and elevation gradient significantly influences thermal (T_co), physiological (HR) and performance (power, speed and cadence) factors. Therefore, it is advisable to develop warm-up, hydration and clothing strategies for competitive cycling under cold ambient conditions and to acclimatize to the cold by training in the same conditions to those that may be encountered in competition.