Yes, in some people. When hypo, before hashimoto diagnosis, and after but low in ranges, I could not take heat very well and sweated much more than usual.
Of coarse the bitter cold up here felt much worse than what it really was. I can deal with 95 and below zero F much better with proper thyroid levels.
Usually hypothyroidism causes intolerance to cold, while hyperthyroidism causes intolerance to heat.
Have you been diagnosed with a thyroid problem and is that the only symptom you have?