What seems like frozen fingers is very subjective and could cover a wide range of temperatures.
Having fingers that are icy cold is a real sensation and can be very distressing, but it is usually not reflective of something dangerous. What is more dangerous is where one finger is cold or has changed color, or where feeling is absent, as it is in frostbite.
Skin temperature is controlled by the sympathetic nerves and the adrenal gland, part of the system for conserving or losing body heat. If it is cold outside, the system keeps heat inside the body by cutting skin circulation, reducing heat loss from the surface.
If the nerves are overactive, the small blood vessels in deeper layers of the skin will contract, so the skin of the fingers may be cold while the body may not be.
Diseases that cause cold fingers are easily identified. They include Raynaud’s syndrome; vasculitis, an inflammatory disease of the small blood vessels of the skin; and some arthritic diseases, such as rheumatoid arthritis. Smoking or caffeine can cause a problem if the sympathetic nerves are sensitive.
Some conditions, including an overactive thyroid, which is more common in women, can also cause hypersensitivity to heat.