The shortest of the novel's sections, "Winter Memories" paints scenes from Alexandra Bergson's long, dreary, bitter winter following the June departures of Emil Bergson and Carl Linstrum. First, Mrs. Lee, the mother of Alexandra's estranged sister-in-law, comes to visit Alexandra for several weeks; Mrs. Lee enjoys Alexandra's sensitivity to old Swedish traditions. Together, the two of them go to visit Marie Shabata, Alexandra's unhappily-married neighbor. There, they discuss Emil, who has gone to Mexico. In the course of searching for some crochet patterns in Marie's closet, Alexandra finds the yellow cane that Frank Shabata carried in his dandyish days. The cane sends Marie into a reflection of unprecedented frankness on her unhappiness with the resentful, melancholy Frank. This is the last truly "satisfactory" visit Alexandra has with Marie. After her guests leave, Marie broods on her failed marriage and on Emil's absence.
The section's second chapter offers the first real psychological insight into Alexandra, revealing that she is relatively unimaginative, in the sense that she is neither introspective nor emotional; she has sublimated both of these qualities into her massive efforts to cultivate the land. The narrator also relates, however, that Alexandra does have a recurring fantasy of an incredibly powerful man, whom she never sees but who she senses to be an incarnation of nature, picking her up and carrying her, alleviating her exhaustion.
This section stands out for its exploration of the responses to emotional adversity of the two women whose very different personalities shape the novel. For the first time, Marie Shabata begins to yield to despair, caught between her misery with her husband and her growing love for Emil. The spiritual and visceral connection between the settlers and their environment is evident in the extent to which nature embodies their moods; the manner in which the prairie winter freezes nature beneath a surface of ice is an apt metaphor for Marie's choked emotions and the veil of despondency that has descended upon her. Yet one can also view this freeze as protecting the prairie from further exposure to the elements; this shielding then operates as a metaphor for Alexandra's stoicism, which buoys her spirits against the departures of Emil and Carl. Cather seems to judge Alexandra's resigned, stoical temperament superior to Marie's fiery, resistant disposition. Throughout the novel, characters that try to liberate themselves from the prairie's gloom end up suffering: Emil and Marie must come to terms with the fact that their passion is impractical; Amedee Chevalier, Emil's jovial best friend, loses his wife; and the giggly and effervescent Signa must endure a glum marriage to Nelse Jensen. But Alexandra, who accepts the prairie, and perceives its good qualities, is able to work the land and thrive, however insignificant that thriving appears from the vantage of American history.
Cather's description of Alexandra as unimaginative seems to mean that Alexandra's emotional creativity exists only in her relationship with the land. Alexandra feels "the joyous germination in the soil" in her body; in a metaphoric sense, the land impregnates Alexandra's mind and imagination. Her lack of true passion for Carl Linstrum arises from the fact that the energy of her emotional faculties is concentrated on the land. The erotic undertones of her metaphorical insemination by the land and the fact that the man about whom she fantasizes seems to be an incarnation of the land reinforce her rejection of customary human sexuality. Alexandra, however, is not entirely comfortable with this sexualization of her relationship with the land; after these fantasies occur, she mortifies her "gleaming white" body by drenching herself with cold water.