He is calling his wife cold, not as in the temperature, but as in the attitude or mood. You may have heard the phrase, "giving the cold shoulder". This means that someone is ignoring or being rude by way of not saying anything. This is what Elizabeth Proctor has done to him.
She later admits in the play that it takes a cold wife to prompt lechery. Essentially she is saying then that she shares blame in the problem of their marriage that caused John to look elsewhere for pleasure and satisfaction. She notes that she wasn't delivering the affection required in a marriage relationship.