It is not necessary to cover your air conditioner in the winter. In fact, covering your air conditioner can actually cause damage to the unit. When an air conditioner is covered, moisture can collect on the surface of the unit and freeze, which can cause the air conditioner to become damaged. Additionally, covering your air conditioner can prevent air from circulating around the unit, which can cause it to rust and deteriorate more quickly. It is best to leave your air conditioner uncovered during the winter months.