It really depends on how cold it gets where you are. Citrus can't last through a hard frost. You can protect it at night using a bed sheet and old fashioned Christmas tree lights-the big outdoor roundish ones. they are the kind that generate heat.
String the lights on the tree. Cover the tree at night with the sheet. Plug in the lights for the night. Unplug the lights in the morning and remove the sheet. This will generate enough heat to hopefully keep your tree safe. Don't forget to water the plant well before any frost is indicated!
If the tree is potted you might consider moving it inside to a room with a big picture window. Treat it like a houseplant. Water regularly and rotate it a quarter turn every week.