But tragedy strikes when he falls off, decapitating his new friend. This doesn't deter Da Mao however, and soon enough he is seen climbing on top of the snowman before flopping over.
He then continues to scratch and climb onto the snowman and is later seen rolling around in the snow.
The video, which was published on Toronto Zoo's Facebook page, has been watched 148,000 times.
Judith Handojo, of Ontario, wrote a comment on the Facebook page saying: 'He almost knocked himself out with the head!
'Brilliant loved it - made me laugh out loud and showed my husband - he wasn't as amused as me.'
Dan Pinckard wrote: 'So funny! His size really is impressive when he stands on his hind haunches.'
This is not the first time Da Mao has been videoed playing in the white stuff - the zoo previously released a video of the cheeky panda playing in the snow in February.
Da Mao has been living in Toronto Zoo since March 2013 after arriving from China with another panda, called Er Shun.
Both will be based at the zoo until 2018.
In October last year, Er Shun gave birth to two Giant Panda cubs, Jia Panpan and after she was artificially inseminated with sperm that was collected from Da Mao.
This was the first time Giant Panda cubs have been born in Canada.
At the time, John Tracogna, chief executive officer at Toronto Zoo, said: 'We are so proud to be contributing to the ongoing survival of this endangered species.
'The Toronto Zoo has been a leader through its unique and successful reproductive programs and these historical births are a testament to the commitment and passion of the professional staff who work tirelessly every day to ensure the ongoing survival of so many species.'