The Nike Pro Women's Hyperwarm Compression Shorts are another popular option for women's cold weather compression shorts. These shorts are made with Nike's Hyperwarm fabric, which helps to keep you warm and dry in cold conditions. The compression fit of these shorts provides support and helps to reduce muscle fatigue. They also feature a wide waistband for a comfortable and secure fit. The flat seams of these shorts reduce chafing and irritation, making them ideal for long workouts. With a stylish design and a range of colors to choose from, these compression shorts are a favorite among women on Amazon.