Winter is an important season for many limnological processes, which can range from biogeochemical transformations to ecological interactions. Interest in the structure and function of lake ecosystems under ice is on the rise. Although limnologists working at polar latitudes have a long history of winter work, the required knowledge to successfully sample under winter conditions is not widely available and relatively few limnologists receive formal training. In particular, the deployment and operation of equipment in below 0°C temperatures pose considerable logistical and methodological challenges, as do the safety risks of sampling during the ice-covered period. Here, we consolidate information on winter lake sampling and describe effective methods to measure physical, chemical, and biological variables in and under ice. We describe variation in snow and ice conditions and discuss implications for sampling logistics and safety. We outline commonly encountered methodological challenges and make recommendations for best practices to maximize safety and efficiency when sampling through ice or deploying instruments in ice-covered lakes. Application of such practices over a broad range of ice-covered lakes will contribute to a better understanding of the factors that regulate lakes during winter and how winter conditions affect the subsequent ice-free period.