The Nike Pro Women's Hyperwarm Compression Shorts are another top seller on Amazon for women's cold weather compression shorts. These shorts are made with Nike's Hyperwarm fabric, which helps to keep you warm and dry 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 500 positive reviews, these compression shorts are a popular choice among women looking for high-quality cold weather workout gear.