Westerly winds of more than 30 mph were forecast for the Chicago area, making the temperatures in the 30s feel even colder, forecasters said.
No makeup date for Friday's postponement was announced.
It is the sixth game called off at U.S. Cellular Field because of cold temperatures since the White Sox started play there in 1991.
Beyonce flaunts bikini body, Blue Ivy in vacation pics
Gal Gadot cast as Wonder Woman for 'Batman vs. Superman'