The MetLife Stadium in New Jersey will host next weekend's Super Bowl between the Seattle Seahawks and the Denver Broncos, but the field has been covered in snow throughout this week.
The 84-year-old told ESPN Radio: "Why? That was pretty much my reaction. I certainly believe that when you get to a game of that magnitude, you want to play it in conditions where weather won't be or might not be something that affects the outcome.
"So that's why I think Miami, New Orleans, San Diego, all those warm-weather cities are the best cities for a game of that magnitude.
"Plus, the fans. You've got to give the fans an opportunity to come in ahead of time, enjoy what the town has to offer, enjoy the game and then stay for a couple of days afterwards, and enjoy everything. So if it's a brutal weather condition in New York, you're not going to do that."
Shula was the coach of the Miami Dolphins when they lost the coldest Super Bowl on record in 1972.