Hmmmm, maybe he's raiding your freezer for popsicles! LOL And it begs me to ask the question: HOW do you know that your dog's mouth is cold? Aside from all that, check your dog's color of it's gums. If they're very pale maybe he/she is anemic. Best bet is to call the vet and just ask him. Hugs and kisses to your puppy from me.
