Women feel cold more than men and it's all down to hormones, say researchers. All of us - men and women - feel cold when our skin gets cold.
Thermo-receptor cells, less than a millimetre below the surface of the skin, are what cause us to experience changes in temperature, Michael Tipton, professor of human and applied physiology at the University of Portsmouth said.
Normally, the skin is kept at a comfortable temperature thanks to blood pumping through the capillaries - tiny, branch-like blood vessels that make up our microcirculation.
But when the thermo-receptors detect cold, they react by causing the capillaries to shut down, diverting blood flow - and warmth - to the heart, lungs and other internal organs. This process is called vasoconstriction.
Incredibly, when we're cold the amount of blood flowing into the skin in the extremities can become as low as 0.02 litre per minute (the maximum rate is two to three litres per minute).
"It's the hands, face and feet that tend to be coldest and that's partly because they're exposed, but it's also because the body will sacrifice these extremities to keep the internal organs warm," Professor Tipton said.
That's why our hands turn white, and even blue, in the cold, and why those who survive extremely cold conditions lose fingers and toes to frostbite.
However, in some people - typically women - this process can go haywire, causing their blood vessels to shut down even from a minimal amount of cold.
"We know from studies that if you lower people's temperatures by placing them in cold air, vasoconstriction happens more quickly in women," Professor Tipton said.
"The blood flow to skin is shut down sooner and more intensely than in men, and afterwards it takes women longer to warm up," he added.
So even though women may feel the cold more than men, it's their skin temperature - not their core body temperature - that's colder.
This is partly down to hormones. In women, the female hormone oestrogen regulates the peripheral blood vessels; high levels of this hormone make them more sensitive to temperature.
As a result, a woman's temperature will vary during her menstrual cycle as oestrogen levels rise and fall.
It's suggested this mechanism allows a pregnant woman to ensure her baby is protected from cold, but the causes are still unclear.
The study is published in the journal The Lancet.