When it gets below about 45 degrees, a heat pump running in HEAT mode may develop ice or frost on the coils. There are exceptions to the rule, however, as I have seen heat pumps defrost when it is abve 45 degrees and even in the 50s! If it gets frozen enough, it may have to defrost. A defrost cycle is initiated by the the reversing valve switching the flow of Freon and putting the unit in COOL mode. However, unlike when the unit is running in COOL mode on a hot day, the fan blades in outdoor unit are not spinning, and the system typically has its electric, gas, or oil backup heat running to prevent the heat pump from effectively air-conditioning the house while it is defrosting. Sometimes, depending on a number of factors, a steam or fog may appear above the heat pump (see Steam Show). A defrost cycle can last anywhere from less than a minute to ten minutes or more depending on a number of factors, including outdoor temperature, ice/frost buildup on the outdoor coils, whether or not it is raining or snowing, and what temperature the thermostat is set at.
My heat pump is located right outside the master bedroom window, and it woke me up this morning when it went into defrost.
I was playing with my dog in the backyard on a chilly winter day, when my heat pump went into defrost and scared her so much that she started barking at it.