Prospective integrated quantum optical technologies will combine nonlinear optics and components requiring cryogenic operating temperatures. Despite the prevalence of integrated platforms exploiting χ (2) -nonlinearities for quantum optics, for example used for quantum state generation and frequency conversion, their material properties at low temperatures are largely unstudied. Here, we demonstrate the first second harmonic generation in a fiber-coupled lithium niobate waveguide at temperatures down to 4.4 K. We observe a reproducible shift in the phase-matched pump wavelength within the telecom band, in addition to transient discontinuities while temperature cycling. Our results establish lithium niobate as a versatile nonlinear photonic integration platform compatible with cryogenic quantum technologies.