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Even in cold conditions there is heat in the air to be absorbed. -5°C is after all 10 degrees higher than -15°C. Heat pumps do this by circulating gas, at a temperature colder than the surrounding air, through the tubes of the condenser (the part of the heat pump that looks like a car radiator) of the heat pump and a fan blows the air (which carries more new heat) through the fins to keep this process going. Heat travels from a hot thing to a cold thing, just like your teaspoon heats up when you stir your tea or coffee, and so heat is collected by the gas that is colder than the outside air. The air coming out the front of the heat pump is colder, and this is because the heat it had is now in the gas circulating inside the tubes within the fins. This process continues while the fan is running. The gas continues on its path into the compressor which compresses the gas, causing the temperature of the gas to rise and then this gas is sent to the heat exchanger to heat up the water in your heating system.