Temperature change as altitude increases

It gets colder because there is less air pressure.

Well, the pressure actually might be dictated by the temperature, based on the ideal gas law. Temperature decreases as altitude increases. The temperature of outer space is extremely cold (3 Kelvin) due to it being nearly a vaccum (no gas particles). The sun emits radiation energy which warms our planet, not regular convection heat transfer that we are used to. In space, there are no bodies that readily accept this radiation, except satellites, which we cover in foil to be non radiative. Earth is such a body which accepts this radiation and is thus warmed to relatively warm temperatures (296 Kelvin).

So, consider outer space an ice cube and the earth a frying pan. The temperature goes from cold to hot in between the two bodies, forming a gradient.