Winterhold is the northernmost hold in Skyrim, and has weather to match. The Sea of Ghosts is off the northern coast, Eastmarch is to the southeast and the Pale is to the south and west.  Perhaps the most notable feature of Winterhold is the College of Winterhold, a fortress-like school for mages which was spared on a rocky outcropping even though the Great Collapse tore down most of the capital around it. All that remains of the once-great city are four still-standing buildings (and the collapsed remains of several others) near the entrance to the College.

Winterhold consists of snowy coasts and even snowier mountains. To the west and southwest is the Winterhold mountain range, which marks the border between Winterhold and the Pale, and some of the northern border with Eastmarch. Between the mountains and the sea to the east lies a tundra, where the elements have rendered the landscape barren and lifeless. Rock and ice shelves, and occasionally shingle beaches, form the barrier between Winterhold and the sea to the north and east. To the north the tundra stretches out into the Sea of Ghosts, forming one of the most inhospitable environments in Skyrim.

There is only one main road running through Winterhold. It originates as a branch of the Whiterun-Windhelm road. It runs northward through the eastern side of the hold right to the city of Winterhold. Another smaller and less used road runs from Winterhold to the ancient ruins of Saarthal.