The main way to stay warm during these months is to layer your clothing when you are outside. By wearing multiple layers of clothing you can adjust according to how you are feeling at any time based on your activity level and the weather conditions. When you are outside your activity level and the weather can change from one minute to the next. Wearing multiple clothing layers also helps when you stop exercising. You can put back on any clothing that you may have taken off during the activity.
Most of the time, a good three layers is all that is needed to maintain warmth during the winter months outside. The inner-most layer will act to move moisture away from the skin. Even in winter, you will still sweat and if there is moisture on your skin you will get a chill. The majority of the warmth should be provided by the middle layer. This can be your thickest layer. The outer most layer should be waterproof or windproof, allowing for moisture to escape as needed, but keeping you protected from the elements.
The same idea applies to gloves, socks, and hats but with a few adjustments. Wearing a thin under layer to your gloves protects against the weather. Be careful not to layer too many socks, they can rub and you will end up with blisters! Finally, having a fleece material for your hat and covering your ears it a good way to make sure you keep the heat inside your body.
Just because it is chilly outside does not mean you cannot go outside and exercise. Just think of the hot chocolate or hot apple cider that you can make when you get back in!
Source: Nicole Peritore, Get Moving Kentucky Coordinator, University of Kentucky, College of Agriculture