Engine Cai Winter Use.

Do you plan on driving through snow and slush that will spray up into the fenders? If you have a filter in place, it should offer plenty of protection. You'll just soak out the filter.

If you are just driving it around when it's not snowing, I wouldn't worry about it, although the salt/sand mixture on the road is going to be hell on the car, and exhaust in particular. Pay attention to rusting out inner fenders and your exhaust corroding even faster. That would be a bigger concern to me than the air filter.