Escape Dubai's heat by heading to Middle East's first indoor ski resort, Ski Dubai. Located in the Mall of Emirates, this mountain-themed resort has snow all year around. It is a perfect way to spend some fun time with the whole family. You can ski, snowboard, toboggan, and participate in the various snow events. The highlight of Ski Dubai are the Snow Penguins. Don't forget to watch the March of the Penguins, while here.