The Reebok Women's Compression Shorts are a popular choice on Amazon for women's cold weather compression shorts. These shorts are made with a moisture-wicking fabric that helps to keep you dry and comfortable during cold weather workouts. The compression fit provides support and helps to reduce muscle fatigue. These shorts also feature a wide waistband for a secure and comfortable fit. With over 600 positive reviews, these compression shorts are a top seller among women looking for affordable and reliable cold weather workout gear.