There's nothing worse than feeling cold air come out of your vents in the dead of winter. When that happens, you know you have a problem with your furnace. Luckily, not all the issues that cause your furnace to blow cold air are signs of a dire emergency – although some of them can be. If your furnace is blowing cold air, it's time to take action. Here are three of the problems you may be facing right now.

There's a Problem With Your Pilot Light

If your furnace was working just fine and suddenly you're getting cold air through the vents, chances are good that the issue stems from your pilot light. You might have just had a sudden draft go through the furnace room, which caused the pilot light to go out. Head to your furnace and check out the pilot. If the pilot light is out, relight it by following the directions on the pilot box cover. That should fix the problem. However, if the pilot light goes out again, you need to have your furnace inspected. There could be a problem with your thermocouple, which is the component that keeps your pilot light lit.

You've Got Your Thermostat on the Wrong Setting

If you turned your furnace on and all you got was cold air, there's a good chance that your thermostat is on the wrong setting. Take a look at your thermostat. You'll notice a switch that says on/auto. For heat to come out of your vents, your thermostat should be set to the auto position. If it's set to the on position, your furnace will always blow cold air. Switch your thermostat back to the auto position and you should go back to getting plenty of warm air through the vents.

Your Furnace Overheated and Went Into Safety Mode

If your furnace has been working overtime to heat your home to the proper temperature, or it's been cycling on more often to maintain the proper temperature, it may have overheated. When a furnace overheats, it goes into a safety mode, which causes it to blow cold air. The cold air is designed to cool down the furnace to prevent further damage to the system. Check the filter to see if it's dirty. If it is, change it and see if your furnace starts blowing warm air again. If it doesn't, you'll need to call your HVAC company for heating repairs. Your heat exchanger may have gone out on your unit.