Mark Newton, a researcher at the UK's University of Portsmouth, said girls really do feel the cold more than guys - but only because they are better at conserving heat.
"Women have a more evenly distributed fat layer and can pull all their blood back to their core organs," the Daily Telegraph quoted him as saying.
He added that women need a more efficient technique of protecting their core body temperature because they carry less overall fat and muscle mass than men.
This means less blood flows to women's hands and feet. Newton says that as our extremities dictate how hot or cold we feel, if our hands and feet are chilly, so are we.
While women have a core temperature on average 0.4C higher than men, their hand temperature is 2.8C lower.
People are also more sensitive to changes in temperature when they're tired - and as the body temperature falls at night women reach their minimum temperature faster.
Endocrinologist Dr Jonathan Cohen said body temperature was determined by a number of factors but there was research to suggest a gender difference.
"I think the obvious factors are there to see including a person's weight or an overactive thyroid," he said.
"But we've also noted research that has found that there are those who have a higher set thermostat that regulates body temperature," he added.