Have you ever wondered how cold space or rather the vacuum is? The actual answer to that is further nuanced than you think. If you wonder about how cold is space you need to understand certain parameters about what is space. We now define space as outer space the region beyond the atmospheres of most celestial bodies. The region is considered to be the closest thing to a natural vacuum. However it is not completely empty. It does have some gases such as hydrogen and cosmic dust. This is called the interstellar medium.
When we wonder about heat we think about a form of energy. However we stop thinking about that heat like most forms of energy such as sound needs a medium to travel through. In the case of heat it needs matter to conduct it. A piece of forged iron when quenched transfers its thermal energy to the liquid that quenches it. If you place a plate of heated food out on a table for a long period of time the process of convection transfers the heat from the food to the air molecules surrounding it. In space the rules differ. A perfect vacuum has no molecules to transfer heat to. This means it can't properly conduct heat. This principle is used to store hot liquids in storage containers such as thermoses. Essentially even though you may think of space as cold it would actually allow hot objects to retain heat longer than if they were on earth.
The issue then is how cold it is in space where there is almost no source of heat nearby. If you were to measure the temperature of space with an accurate thermometer then you could say with certainty that space is cold and very cold at that. Of course, you would first have to wait the very long time necessary for all the ambient heat in the thermometer to radiate into space before you could get an accurate reading. The resulting temperature reading would be 2.73 Kelvin this is the coldest naturally occurring temperature to absolute zero. The reason that it is not at this temperature is due to background radiation left over from the formation of the Universe.