The headmaster of the school was quoted as saying it took the boy over an hour to walk to school each day.
"The temperature in the morning was minus nine degrees Celsius," the headmaster said.
Wang is a "left-behind child", a term used in China to describe children from poor families whose parents work in cities away from home.
He lives with his older sister and grandmother.
Wang said they burned firewood at home, but there was no heating equipment at school.
"It is cold going to school, but it's not hard," he was quoted as saying.
Wang has never left his village and he dreams of visiting Beijing.
"I want to see how pupils study there," Wang said.
His ambition is to become a police officer "because police can catch bad guys", the report said.
Wang's grandmother, Yao Zhaozhi told the news website the family mostly eat vegetables as meat is too expensive.
Many Chinese internet users expressed sympathy for the hardships Wang faces and offered to donate winter clothing.
"I'm crying. Left-behind children are all on their own," one person commented.
Another said: "What you are suffering now will light up the road of your future."
The local authorities in Yunnan and a youth development fund have launched a programme to give winter clothes to Wang and other children in the area.
- South China Morning Post