As of 2014, many scientists believe the Earth is still in an ice age, and that the last one has not yet ended. This ice age has been going on for around 2.5 million years.
The Earth is currently in the middle of the Pleistocene. An ice age is a time when the temperatures alternate between glacial periods and interglacial periods, which explains why the planet is not cold.
During glacial periods, ice covers much of the Earth and temperatures are much colder. During interglacial periods, such as one the Earth is in now, temperatures are warm and ice recedes. Scientists believe the Earth will enter a glacial period in the future, but not for thousands of years.