AbstractIn Europe, the increase in temperatures caused by climate change has been particularly fast in the cold season. Although the magnitude of this change is relatively well known, less research has been done on how the increase of temperatures is manifested in different large‐scale weather types, called weather regimes. For example, one could expect that the weather patterns in which air is flowing from the rapidly‐warming Arctic would have warmed faster than other weather patterns in recent decades. Here we show that such an asymmetric warming actually occurs in the four Euro‐Atlantic weather regimes. In northern Europe, the weather regime which is typically associated with cold airmasses from the Arctic (NAO–) has warmed about 25% faster than the cold‐season days on average, and about 60% faster than the regime where the air flows from the North Atlantic (NAO+). Consequently, the weather regime that on average brings the coldest weather is warming the fastest in a large part of northern Europe. In contrast, the weather regime that typically brings the warmest weather has warmed the slowest, especially in the continental Europe. Our results provide a new perspective on the reported decrease of sub‐seasonal temperature variability.