Not necessarily...they need zones 9-11 USDA. That means the minimum temperatures are 20-30 degrees F. Somewhere I've read that an avocado made it through minus degrees F.
What zone are you in? What kind of soil? If you only have a few days of super cold (below 20 degrees F) then row cloth and or newspaper will do. You just have to be on top of things with the weather. I'd be more apt to drag my avocados inside for the winter. Newspaper is the best insulator of all. I dragged all my houseplants one winter to a new home during below zero temperatures...14 hours. All I did was wrap all my plants in newspaper and every single one made it.
Another trick is to use burlap and christmas lights. String christmas lights all around your plant and then cover and tie with burlap. If your plants are in pots then make sure to dig a hole, and sink your pot in that hole. Lots of christmas lights and burlap and/or straw. The roots are the weakest link in a plant and potted plants are particularly susceptible to cold getting to the roots.
Too much work to raise an avocado if one doesn't live in zone 9 to get lazy, grins. ONE night below freezing will kill your plant. A week at sub optimum temperatures will kill your plant.
Newspaper and row cloth are great if those avocados are planted in the ground. In pots, I'd just take them in...depends on your zone.