Just because you are in one of the hottest cities in the world doesn't mean that you shouldn't be allowed to have a nice ski. Of since snow is kind of hard to come by in Dubai, they went ahead and just built a snowy mountain inside of their giant mall.
Contained entirely indoors, the one-stop winter resort pulls out all the stops to help people pretend they aren't in a desert where temperatures can climb to above 120 degrees. The main attraction is the 279-foot "mountain" that looks strangely impressive even from the outside. The artificial geological feature has multiple ski runs including the world's first indoor black diamond rated course. If skiing and snowboarding isn't your thing there is also all sorts of other attractions like toboggans and even a place for you to meet penguins.
The temperature in the facility is maintained at a crisp 30 degrees during operation thanks to a sophisticated insulation system that counteracts the sun's best efforts. The temperature is dropped in the evening so that they can make fresh new snow for their unnatural resort.
As with many things in Dubai, just because it seems like it shouldn't be, doesn't mean won't be, and Ski Dubai is no exception. The concept of a ski resort in that part of the world is foreign enough that each entrance fee includes rental of coats and snow gear, because there is no reasonable reason to have such things otherwise.