  Prospective integrated quantum optical technologies will combine nonlinear
optics and components requiring cryogenic operating temperatures. Despite the
prevalence of integrated platforms exploiting $\chi^{(2)}$-nonlinearities for
quantum optics, for example used for quantum state generation and frequency
conversion, their material properties at low temperatures are largely
unstudied. Here, we demonstrate the first second harmonic generation in a
fiber-coupled lithium niobate waveguide at temperatures down to 4.4K. We
observe a reproducible shift in the phase-matched pump wavelength within the
telecom band, in addition to transient discontinuities while temperature
cycling. Our results establish lithium niobate as a versatile nonlinear
photonic integration platform compatible with cryogenic quantum technologies.
