Cold weather will low the pressure in the tires, and cause the TPM to go off. It is normal. What you should do is to check the tires with a tire pressure gauge (spend $10 and buy a good one, like ACCU-GAUGE, not just a cheap pen-like). Once you are certain the pressure is normal and there are no leaks, reset the TPM system.

Also, if you added or released air to/from your tires, you need to reset the TPM again. By resetting the TPM, you are establishing new "base pressure measuring".

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His : 2013 X5 3.5d Deep Sea Blue/Black/Aluminum with ALL packages, 20" 214"s, running boards, Adaptive Drive, Spare Tire, BMW Apps
On Order : 2016 X3 3.5 MSport Silver/Mocha with DHP, CW, Prem, Tech, DA, Lighting

Hers : 2015 328xi MSport Silver/Red

Prior:
2008 X5 4.8
2011 X5 3.5d
2010 335 xDrive
2013 335 xDrive