The warmest pajamas are made with fabric that absorbs and holds in the wearer's body heat. Warm pajamas also offer full coverage; long sleeves are warmer than short ones, and pants are warmer than shorts or capri models. Look for pajamas made from a fabric that is naturally warm, like wool, or from a fabric engineered to be warm, like fleece, thermal silk, or cotton. Cotton flannel is also commonly used to make warm pajamas; some flannels are warmer than others when worn.

Wool is a natural fiber that helps keep the wearer warm even when wet. The warmth factor of wool, combined with its natural resistance to flame, makes it an ideal choice for baby pajamas and sleep sacks. Wool pajamas are available for any age group and can be made from woven wool flannel or from knitted wool fabric. Wool pajamas are usually more expensive than their synthetic or cotton counterparts, but will last a lifetime when cared for properly.

Flannel is a woven cloth made from cotton; it is often used to produce warm pajamas for every member of the family. Flannel is available in different densities; the more tightly the cloth is woven, the warmer it will be. Very dense, heavy flannel is warmer than flimsy, tissue-weight flannel fabric. Flannel sleepwear is available throughout the year, but is particularly easy to find during the holiday season, when many retailers stock warm pajamas in seasonal patterns and colors.

Silk and cotton can be woven into a waffle-shaped thermal pattern and then used to make warm pajamas. Silk is very lightweight and warm when used for thermal-knit fabric, but may be costly. Cotton is almost as warm as silk and is an affordable option. Pajama sets that feature a silk or cotton thermal fabric top and a pair of flannel pants can be both warm and comfortable.

Synthetic polar fleece is used to make warm pajamas for kids and adults, and wicks moisture from the skin as it retains body heat. Footie-style fleece pajamas are useful for babies and toddlers, since they are not easy to remove and the child can sleep without an additional blanket. Big kids and adults can wear warm pajamas made from fleece as well; some pajama sets have printed fleece bottoms and tops, while others feature fleece bottoms with knit or woven tops.

No matter what material pajamas are made from, the more body parts they cover, the warmer the wearer will be. Pajama sets with long pants or attached feet will be warmer than sets that have shorts, while long-sleeved, button-down tops or pullovers will be warmer than their sleeveless counterparts. While looks play an important part in any clothing purchase, pajamas are often purchased for their ability to keep the wearer warm, not for the cut or printed design they feature.