According to a report from state broadcaster ORF the young man tried to steer his cycle through the revolving door of a hotel, pulled a fire alarm in the hotel's garage, and then abandoned his bike and ran off through the city with the police in pursuit.
Police said that he was very drunk, and so probably wasn't aware of the sub-freezing temperatures - although he was lucky not to get frostbite on his extremities.
The fire brigade was alerted after the man set off the fire alarm. They found his shoes and clothes in a heap on the floor and a short while later discovered the naked prankster hiding behind a pillar in the garage.
Harald Geissler, from the Villach fire brigade, said the man jumped on his bike and fled - abandoning it a short while later in a nearby street. The police then tracked him down in the city centre - he was, after all, pretty easy to identify.