This proverb can be seen in print as early as 1639.
When the days begin to lengthen
The cold begins to strengthen.
This proverb is referring to the Winter Solstice in December. After that the days get longer, but the weather gets colder. Here's the wording of this proverb from 1639 (in Berkeley MSS):
As the day lengthens so the cold strengthens.
Thanks and Acknowledgements
The version of this rhyme at the top of the page can be found in The Little Mother Goose (1912), illustrated by Jessie Willcox Smith.