The Under Armour Women's ColdGear Authentic Compression Shorts are a top seller on Amazon for women's cold weather compression shorts. These shorts are designed to keep you warm and comfortable during cold weather workouts. They are made with a dual-layer fabric that has a brushed interior for added warmth and a smooth exterior for easy layering. 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 1000 positive reviews, these compression shorts are a popular choice among women looking for cold weather workout gear.