I have heard that it can be...

It is possible, but it is more accurate to say “too dry to snow.” It rarely snows when temperatures are below zero, but it is not impossible. Snow forms when moist air rises and cools. So if you have some moist air, you can have snow. If conditions are too dry, however, the moist air rising may not form into snow, or it may become snow with flakes so small that they evaporate before reaching Earth. This kind of evaporation also happens faster when it is very cold. Places where there is a lot of moisture in the air from large bodies of water can produce snow even at the coldest temperatures. That’s why you always hear about Buffalo getting hit with snow. The people there have the moisture from nearby Lake Erie to blame!