Gangrene of the extremities in the neonatal period is rare. Etiology is not identified in most cases and management is usually conservative. We describe an unusual case of an abandoned neonate with marked hypothermia, who was brought to us with gangrene of toes, during a severe winter. The toes auto-amputated after 2 weeks. A negative sepsis screen, normal Doppler study, and absence of evidence of hypercoagulable state prompted us to incriminate localized cold injury (frostbite) as the probable cause of gangrene in this newborn infant.