Though it may not look it, silk is known to be the warmest material when it comes to temperature control. Silk has the ability to control the body heat and humidity of the person wearing the fabric. Silk is also extremely comfortable.
Wool is another material that's almost as warm as silk. Wool, like silk, has the ability to also keep in the body's heat, while also absorbing the body's moisture. By absorbing the body's moisture, both silk and wool trap the moisture and then release it which keeps the body not only warm in cold weather, but also dry.