Kourtney and her baby daddy Scott Disick joined in on the fun.
"Heli skiing with my heli babe #OnlyTheBraveWillSurvive," Khloe captioned this photo of her and Kylie.
Kylie seemed more concerned with her hair after taking this helicopter selfie. "Gotta dye these roots black asap."
"I can't believe we did this!!!" Khloe said about their heli-skiing adventure.
Kim captioned this pic, "Emergency contact: @jonathancheban Relationship to patient?... BFF! Right @forevermalika"
Kim and her krew braved the elements! "#BlizzardIsComing #Done #LastRun," she wrote alongside this pic.
After they were done skiing, the ladies played in the snow and snapped some Polaroid pics.
It looks like a good time was had by all!