Do all cats have winter coat? Felines naturally molt when temperatures drop. This does not prevent certain breeds, even long-haired ones, from being cold.
What really keeps the feline warm is its undercoat. Long or short hairs, it makes no difference. The cat does not feel cold in winter if it is not exposed against its will to very low temperatures for long periods. If the phenomenon occurs outside of the late spring and late fall periods, this is a problem and you should consult your veterinarian.