There is no specific cause of joint pain. Similarly, there is no specific reason why it hurts the most in the cold season. There are several theories related to it, pointing at different potential causes.
Barometric pressure (the pressure of the air) can affect joints, but humidity, precipitation, and temperature also have some role to play in it. Several studies have been carried out in the past to find a link between joint aches and temperature change, but none of them has been able to give a clear picture. There are some theories which have tried to explain the reason.
The most common one is that people suffering from arthritis and other joint issues may be sensitive to changes in barometric pressure. This could be due to the worn-out cartilage that cushions the bones inside a joint, which would cause nerves in the exposed bones to pick up on the changes in pressure.
Another theory is that in winters our body starts to conserve heat and send a larger amount of blood to the organs located at the core. In such circumstances, the blood vessels present in the arms, legs, shoulders, knee joints become stiff, leading to pain and discomfort.