It is true that all mammals can produce heat from within, a talent known as endothermy. This means that most mammalian species do indeed have warm blood. They maintain a high and fairly constant body temperature, which allows them to function efficiently across a range of conditions.

Endotherm, so-called warm-blooded animals; that is, those that maintain a constant body temperature independent of the environment. ... The endotherms primarily include the birds and mammals; however, some fish are also endothermic.