There probably is. The average surface temperature of Mercury is very high, but that reading is just an average. There are two ways that ice can form on Mercury:
First, Mercury's days are very long - one day on Mercury is about 55 days on Earth. This also means that the nights on Mercury are very long. Unlike the Earth, Mercury doesn't have an atmosphere to trap heat, so almost all of Mercury's temperature is caused by the sun. Without sunlight, it can get very cold on Mercury's night side.
Second, Mercury is covered in deep craters. There are parts of these craters, particularly near Mercury's poles, that are permanently shielded from the sun's rays. These parts can get very cold, allowing ice to form and collect.