Nope, I've only used alkaline AA's in it per the manufacturer's recommendaion. The light works fine even when cold. The light is stored in our tack room (saddle & briddle storage area) that is normally quite a bit warmer than outside. Its not heated but is insulated so it doesn't see the extreme temps. Its been so cold lately though that even that room is darn cold.

I'm sure the battery life won't be as good as it would be if using lithiums, but regular AA's are cheap.