I am not that sure about this one, but when I place down a fireplace and ignite it to warm myself up at night, it does not do it. I'm getting as close to it as possible, it just won't work.
I've added a screenshot showing that I still get messages that I'm still getting cold, though it has to be mentioned that I was on top of a fortress, that may be the reason why it did not work in that particular case.