Dear Tom,
Has there ever been an October that was colder than the following November in Chicago, or a November that was colder than the following December, or a December that was colder than the following January?
— Jim Altic
Dear Jim,
Chicago’s average temperatures in October, November, December and January are, respectively, 52.5 degrees, 40.3, 27.7 and 23.7.
In 147 years of official Chicago temperature records (1871-2017), October has never been colder than November in any given year. However, November has been colder than December in four years. Those years and their November/December temperatures: 1877 (40.0/43.4); 1889 (38.6/40.7); 1891 (33.8/35.4); and 1959 (33.4/35.8).
In the winter, when temperatures are rather uniformly cold, December has been colder than January 33 times, most recently 2016-17.
Has there ever been an October that was colder than the following November in Chicago?

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Has Chicago ever experienced a colder Thanksgiving than Christmas in the same calendar year?
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Has the U.S. ever recorded a 100-degree temperature in January?
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Are 80 degree temps in December through February possible in Chicago?
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How often is December the coldest month?
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When was the last time Chicago set a record low for a day’s maximum temperature?
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How many days has the temperature reached or exceeded normal?
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Mild weather to continue until weekend chill
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It’s officially the second coldest day in Chicago weather history
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Wintry temperatures to return on gusty winds
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Are temperatures ever warmer at the lakefront than inland?
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Has the lower 48 ever registered a high temperature less than 70 degrees?
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Has Chicago ever experienced a winter where the temperature has not dropped into the single digits?
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Was December 2018 a record low for snow in Chicago?