Space is cold. Or is it? Like with many other things the correct answer is: it depends.
On average the space is very cold, around 3 Kelvins (that's -270 degrees Celsius!). When there aren't any radiation/heat sources nearby the background radiation of the universe is the only thing keeping that temperature above the absolute zero.
But that's far away, in the interstellar space where there is nothing nearby. Far out from our reach. What about the space closer to us? Is it that cold also in the orbit of our planet?
Considering the heat from the Sun can warm up the surface of our planet up to 60 °C easily despite the layer of atmosphere and magnetic field that keeps some of the radiation away it shouldn't be a surprise that at the orbit it can get really hot. The radiation from the Sun at this distance can heat up the space up to around 120 °C. So yeah, it's not really that cold out there... as long as you are facing the Sun.
While there is nothing blocking the heat from the Sun in space there is also nothing in there to keep that heat from leaving either in the vacuum. Anything not directly exposed to the Sun quickly radiates it's heat away. Even if it's +120°C in the Sun it's -100°C up there in the shade.