While previous scientific literature has found evidence that warming winters result in a loss of crop yields, recent studies suggest that temperature alone may not be the sole factor in determining yields. In this study, we investigate multiple climatic factors (freezing degree days (FDD) and snow cover fraction) to evaluate the heterogeneous impact of snowpack insulation on winter wheat yields in China. We find that a unit increase in FDD causes a loss of 2.37 kg/hectare in winter wheat yields. Furthermore, our results show that snowpack insulation has a statistically significant negative effect on winter wheat yields at lower and middle quantiles, but a statistically significant positive effect at higher quantiles of the winter wheat yields distribution, suggesting that snowpack insulation is important in maintaining higher winter wheat yields.