That's a myth. Cats are always cold (as they will attest to). That's why they're always seeking out all forms of heat - sunshine, heaters, etc. (one of mine glues himself to the back of my refrigerator to get heat from the coils). When they find heat they absorb it, and yet they're still cold (even to the touch). When my cat sleeps with me at night he actually makes me colder, even though he snuggles up tightly against me (absorbing all my body heat).