We are conditioned to believe that the Roman Empire was technologically superior to the Middle Ages in every way. This was far from true. Daily life in the winter was miserable in Roman times for both slave and Caesar.
Rodney Stark explains that Roman buildings were horribly heated. They had no fireplaces, stoves, or furnaces since they had no way to get the smoke out of the buildings. More often than not, Roman peasants would start open fires inside and simply open a hole in the roof where the smoke went out and the rain, snow and cold came in. Urban Romans generally would not even have a hole as they preferred to let the smoke concentrate indoors. They avoided asphyxiation because their buildings were extremely drafty and their windows had no panes only hanging skins.
The situation inside medieval houses was different. Stark explains that, “If the Caesars huddled against the cold and endured the smoke coming from their kitchens, medieval Europeans – peasants as well as the nobility – soon learned to live much better. They invented the chimney and the fireplace, whereupon even roaring blazes did not smoke up the room. Nor was it any longer necessary to have drafty homes. With the smoke rising harmlessly up their chimneys, folks in the Dark Ages ate better-prepared food, breathed far better air, and were a lot warmer in winter” (Rodney Stark, The Victory of Reason: How Christianity Led to Freedom, Capitalism, and Western Success, Random House, New York, 2005, p. 43).