If Jupiter and Saturn consist mainly of hydrogen and helium then why they are cold? As the sun is also made of hydrogen and helium and it is really hot.

Jupiter is the largest planet in our solar system. Unlike Earth, it does not have a hard, solid surface, because it only consists of 90% hydrogen and 10% helium gases, though there are small traces of other gases inside. These gases are pulled together and arranged on each other forming layers that extend downward and take the shape of a planet. That's why it is also known as a gas giant.

Like the sun, it is entirely composed of hydrogen and helium, and extremely hot and enormously dense. But, it’s not massive enough or dense enough to perpetuate nuclear fusion - the process that fuels a star. If it were 75 to 80 times more massive, it would generate the necessary heat and pressure for nuclear fusion as a result of gravitational compression.

Saturn is the second-largest in the Solar System, after Jupiter. It is also a gas giant like Jupiter, which is composed of 96% hydrogen, 3% helium, and 1% various trace elements that include methane, ammonia, ethane, sulfur, nitrogen, and oxygen which lie within the planet's atmosphere, creating colourful bands.

The state of these gases changes with pressure and temperature. That's why its atmosphere contains three layers of clouds. The upper layers of ammonia ice have temperatures ranging from - 173 ℃ to - 113 ℃. The next layer contains water ice, with temperatures from - 88 ℃ to 3 ℃. In the lowest layer, the temperature increased as high as 57℃.  

The interior or core temperatures may reach up to 11,700 ℃.