Polyester is much warmer than cotton and in cold weather, cotton should not be worn close to the body, particularly in undergarments. Cotton does not hold heat well when it is dry and when it is damp or has absorbed body moisture, it will allow heat to move right through.
Damp or wet cotton also takes a very long time to dry and can be uncomfortable to wear when someone is sweating due to the heat or when they get wet due to snow. Polyester, however, is a suitable fabric to wear on both warm and cool days. It goes by different names, such as Collmax, Thermax and Capilene, so be careful when looking at the fabric names on clothing items. Polyester comes in a variety of weights and it is possible to buy light or heavy clothing styles.
Polyester is also incapable of absorbing moisture, which means that when it becomes wet it will still insulate. Additionally, polyester will dry quickly. Many companies also treat their polyester with finishes that help to repel moisture. This helps to make it an ideal clothing choice to keep a person warm.
The best natural fabric for the skin in order to keep it warm, however, is silk. Silk provides warmth while gently caressing the skin with its soft feel.