The origination and generation mechanisms of small magnetic flux ropes (SMFRs), which are important structures in solar wind, are not clearly known. In the present study, 1993 SMFRs immersed in coronal holes, active regions, and quiet-Sun solar wind are analyzed and compared. We find that the properties of SMFRs immersed in three types of solar wind are significantly different. The SMFRs are further classified into hot-SMFRs, cold-SMFRs, and normal-SMFRs, according to whether the O7+/O6+ is 30% elevated or dropped inside SMFRs as compared with background solar wind. Our studies show that the parameters of normal-SMFRs are similar to background in all three types of solar wind. The properties of hot-SMFRs and cold-SMFRs seem to be lying in two extremes. Statistically, the hot-SMFRs (cold-SMFRs) are associated with longer (shorter) duration, lower (higher) speeds and proton temperatures, higher (lower) charge states, helium abundance, and first ionization potential bias as compared with normal-SMFRs and background solar wind. The anticorrelations between speed and O7+/O6+ inside hot-SMFRs (normal-SMFRs) are different from (similar to) those in background solar wind. Most hot-SMFRs and cold-SMFRs should come from the Sun. Hot-SMFRs may come from streamers associated with plasma blobs and/or small-scale activities on the Sun. Cold-SMFRs may be accompanied by small-scale eruptions with lower-temperature materials. Both hot-SMFRs and cold-SMFRs could also be formed by magnetic erosions of interplanetary coronal mass ejections that do not contain or do contain cold-filament materials. The characteristics of normal-SMFRs can be explained reasonably by the two originations, both from the Sun and generated in the heliosphere.