It is -11 Celsius and a bitterly cold blizzard is lashing them while they try to warm up by burning wood outside the grim warehouse they now call home.
Some of the migrants, who mainly come from Afghanistan, are wrapped in blankets given out by agencies, but most shiver in jackets inadequate for the sub-zero temperatures they endure day and night.
Inside the warehouse, the air is thick with smoke from several makeshift fires and groups of men huddle together trying to thaw their hands by the orange flames.
The dark smoke renders the visibility to only a few feet, but the darkness is pierced by the sounds of people coughing, choked by the unhealthy air and the cold.
Desperate conditions in the heart of a European capital
"If you look inside here there's smog, no electricity, no warm water," says resident Hayat Ali. The 40-year-old migrant says he left his home in Pakistan's Swat Valley eight months ago.
"I just tried to clean my hands in the cold water outside but they are still dirty. I cannot clean my clothes. It's been one month since I could have a shower."
Most lie down in close quarters on filthy mattresses strewn across the icy, concrete floor. There are no toilets, nowhere to wash, and no privacy.
Some say it gets so cold at night that no matter how hungry and exhausted they are, they can't sleep.
The ground outside the warehouse is frozen and slippery, and inside there is garbage on the floor.
The youngest migrant CNN encountered was 12 and alone, without gloves or a scarf to help shield him from the constant cold.
These terrible conditions are a stone's throw from the bustling cafes, restaurants and busy office buildings of a European capital city.
Serbia: We have space for everyone
Aleksandar Vulin, Serbia's Minister for Labour, Employment, Veteran and Social Affairs, says the government has provided facilities for all migrants in Serbia, and that those living outside official facilities are choosing to do so and are being irresponsible.
Ivan Miskovic, from Serbia's Commissariat for Refugees and Migration, says migrants living in abandoned warehouses in Belgrade are there because they are refusing to enter the asylum system.
"They stay there for their own reasons, whether it's waiting for smugglers, waiting for money transfers, or the apprehension to enter the asylum system," he said.
Miskovic added that there is space for everyone in camps during this cold snap, with or without the police registration papers which are usually needed to obtain a bed in reception centers.
"The Commissariat has appealed to all migrants who are out of the official system to come to any reception center and they will be accommodated. It's not the time, with this freezing weather, to follow procedure to the letter," he said.
Aid groups: More must be done
But Doctors Without Borders (MSF) is calling on the authorities to do more to help those trying to find shelter in the freezing conditions.
"For months, the strategy has been to block humanitarian aid, to push these people into official camps," Stephane Moissaing, MSF head of mission in Serbia, said in a statement.
"But the camps are full and already stretched beyond their capacities, so today migrants are left with no option other than to sleep in abandoned, open buildings in freezing temperatures."
Todor Gardos, an Amnesty International researcher who was in Belgrade last week, told CNN: "We met quite a lot of children -- from 11 and upwards, who are there on their own.
"People are complaining about cold, quite a lot of them don't have the shoes and socks you need for this weather. The fires have a lot of negative consequences ... suffering from asthma and other smoke inhalation problems -- it's a toxic environment."
The bleakness of their surroundings is not lost on residents of the warehouse who fled perilous situations back home, only to find themselves confronted by another in Serbia.
"We live in very bad conditions," Hayat Ali, the Pakistani migrant, said. "In my country the Taliban is against us, here in Belgrade the weather is against us."