Cold weather exercise for my dog?

Playing fetch in the house as you said is fine...but you also said you don't have space for a treadmill so like you said that'd be a long game of fetch! You could try a sport for your dog, flyball is indoors and involves a lot of practice and a lot of running. A lot of places have indoor agility courses you can look into that as well. I hope I helped at least somewhat, good luck!

If you know (or can find) any places that are dog-friendly in your area with a bit more room inside, you could walk him around in there. Petco/Petsmart usually allow dogs inside and are good sized. Since he is such a small breed, he really doesn't need as much exercise as you'd think. A few romps around a large store and some fetch or other inside activity would be fine.

You can bundle him into the car and take him to walk around your local PetCo/PetSmart store. You're inside where it's warm, you can walk up and down aisle, visit with other dogs, and do a little shopping all at once.

Or sign up for a training class; they're usually held inside. It will be fun for both of you. Agility, flyball, obedience, rally, the list goes on and on.

You can also find someone with a dog of similar size and arrange play dates so the dogs can run around and entertain each other.

Or you can join a doggy daycare and let him play there a couple days a week.

I'm have the same problem, although with a much bigger but equally fur-lacking dog, and one good form of exercises that should work so long as he likes it is tug of war. With a dog that small you wouldn't even need to buy a new toy, you could just play tug of war with a long, old sock. He'll expend a good amount of energy in a small space.

Good luck.

my dog and i usually just play games like hide and seek where you hide and say find me and the dog has to go find you which you then reward the dog with a treat, or you can even just run around inside a little with him such a small pup shouldnt need an HUGE amount of excersize but 20 to 30 min a day is nice.

If you have stairs in yoru house try getting him to go up and down them, by making it a game. They do have tredmills for dogs. I saw it on the rachel Ray show. So maybe going to her website it can let you know more about it. Not to mention it is not as big and clunky as a human one.

You could say: "Let's chase each other". Throw a tennis ball at him to chase.

get a tug rope too, that will be fun for him