Variations of temperature, precipitation and snow depths during the last 50-100 years, up to 1984, are investigated for mean cold season values (November to April) for 110 locations in the Former Soviet Union (FSU). Following quality checking, statistical analyses are performed on the data. There is a cold season warming after 1953 or after 1966 over almost all the FSU apart from eastern Siberia, but temperature variations significantly affect the mean snow depths only in some sensitive areas of the Caucasus, central Asia, and the western European territory. Mean snow depths time series reveal contrasting local trends. Higher precipitation and snow depths are measured in eastern European Russia from 50° to 65°N and in some areas of western Siberia at the beginning of the twentieth century. Otherwise, precipitation variations have little influence on the mean cold season snow depths over much of the FSU after 1930. Some predominant periodicities are detected for mean cold season temperature, but not for precipitation and snow depths.