From Longman Dictionary of Contemporary Englishthe depths of winterthe depths of winterTMCPERIOD OF TIMEthe middle of winter, especially when it is very cold → depth
Examples from the Corpus
the depths of winter• Sexy underwear's got nothing on thermal britches and vests when it comes to keeping you cosy in the depths of winter.• Even in the depths of winter the sea ice is never a complete cover.• Always try to see a prospective home in the depths of winter.• This lightning campaign undertaken in the depths of winter while most people were still celebrating Christmas had the desired effect.• All the windows were shuttered as if we were in the depths of winter.• Besides I don't think the gondoliers work in the depths of winter. 