Sensitivity to cold temperatures can be caused by a few things.  One of
them being a new filling or crown, but this sensitivity would be expected
to diminish.  The most common source of sensitivity is from exposed
dentin or exposed root surfaces.  Exposed dentin would usually present
itself in the form of a cavity.  Exposed root surfaces are common and are
exposed because the gum tissue has receded down the tooth.  The root
surface has much more communication with the nerve in the tooth and
thus produces sensitivity.  Solutions to this can be a filling, a resin
coating on the surface as a barrier, or as simple as using desensitizing
toothpaste.  Depending on the level of discomfort, different techniques
may be explored to stop the pain.