The 2XU Women's Thermal Compression Shorts are a popular choice on Amazon for women's cold weather compression shorts. These shorts are made with a thermal fabric that helps to keep you warm 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 300 positive reviews, these compression shorts are a top seller among women looking for compression gear that offers both warmth and support.