The full picture
Cold Weather Payment is an England/Wales/NI scheme. You receive £25 for each qualifying week — defined as a period of 7 consecutive days where the average temperature recorded by the Met Office at your nearest weather station is forecast to be (or has been) 0°C or below.
It runs from 1 November to 31 March. You qualify automatically if, during the relevant week, you receive any of: - Pension Credit - Income Support - Income-based JSA - Income-based ESA - Universal Credit (with limited capability for work or a child under 5) - Support for Mortgage Interest
The payment lands in the same bank account as the qualifying benefit, usually within 14 working days of the qualifying period ending. You'll see "DWP CWP" or similar on the statement.
Scotland operates differently: Winter Heating Payment is a fixed annual £58.75 payment, paid every winter regardless of weather, to people on the same qualifying benefits. It removes the postcode-and-weather uncertainty of the Cold Weather Payment scheme.
In either system, payments don't need to be repaid and don't affect any other benefit you're receiving.