The interest in pellets utilization for households heating has been growing significantly in the last several years. However, the pellets need to meet certain quality requirements, including the mechanical durability (DU) index. In the winter seasons, the pellets are very often stored in unheated in-door systems or are transported by trucks over long distances. As a result, the pellets are exposed to external weather factors, including very low temperatures (even freezing ones), which can have a negative impact on the quality parameters of the fuel. There are several parameters affecting mechanical durability, but little is known about the influence of a very low temperature on the pellet properties. The aim of this research was to analyze the influence of freezing temperature storage on the mechanical durability of commercial pellets made of different biomass. The research was carried out in accordance with the international standard for solid biofuels PN-EN ISO 17831-1:2016-02. The samples were investigated under three different conditions: after normal storage conditions (20 °C), after frozen storage conditions (−28 °C) and after the defrosting of the pellets. The results revealed that the freezing process and subsequent defrosting of the pellets only causes a small drop in their mechanical durability in comparison to the normal storage conditions. The highest mechanical durability was established for digestate pellet and pine sawdust pellet, at 99.0 ± 0.1% and 98.7 ± 0.1% respectively (p < 0.05). The greatest change of mechanical durability was observed after the defrosting process of pellets, which in the initial stage and at the normal storage temperature were characterized by low mechanical durability. The pellets made of sunflower husk (DU = 87.4%) and coal/straw blend (DU = 96.2%) were distinguished by the highest change in their mechanical durability (ΔDU = 1.7%, p < 0.05). Based on the obtained results, it was concluded that the storage of pellets at freezing temperature does not significantly affect their mechanical durability. However, if the mechanical durability decreases, this result is related to pellets with low initial mechanical durability.