The title of the coldest country in the world is generally awarded to Russia, although this depends on how you define "coldest" (average annual temperature vs. extreme record lows).

Here is a breakdown of why this is the case:

• Russia: Due to its massive landmass and high-latitude northern regions (such as Siberia), Russia experiences the lowest average annual temperatures of any country. The village of Oymyakon is widely considered the coldest permanently inhabited place on Earth, with temperatures dropping as low as -71.2°C (-96.2°F).
• Canada: Ranking a close second, Canada has vast northern territories within the Arctic Circle. Regions like Eureka in Nunavut experience extreme cold and long, dark winters similar to those in Siberia.
• Mongolia: While it doesn't have the same extreme lows as Russia or Canada, Mongolia has the coldest capital city in the world, Ulaanbaatar, where the average annual temperature stays below freezing.
• Antarctica (Note): While Antarctica is the coldest continent on Earth, it is not a country. If it were, it would easily hold the record, as temperatures there have reached a staggering -89.2°C (-128.6°F).

Summary: If you are looking for the country with the lowest average temperature across its entire territory, Russia is the definitive answer.