Feeling cold all of the time may be a problem with your thyroid. The thyroid gland is located in your neck and is responsible for producing the thyroid hormone which plays an important role in your body's metabolism, energy levels, and many other functions.
When a patient has thyroid deficiency (hypothyroid), it may cause certain symptoms such as fatigue (feelings of being tired more than normal), and feeling of "always being cold." This is usually described as being independent of normal room temperature or weather.
If you feel that you are always cold even when you shouldn't be (e.g. in a setting of warm room temperature and multiple layers of clothes), you should see your primary care doctor
and undergo a workup for hypothyroidism. It is usually a matter of a simple blood test that can look at the levels of your circulating thyroid hormone in your blood.
If your thyroid hormone levels are low, and your TSH (another hormone which promotes thyroid function) is high, you may need thyroid replacement with medication, such as synthroid.
Speak to your doctor regarding a workup for thyroid abnormalities. If all of your thyroid studies are normal, then your doctor can help look into other, less common causes for your symptoms.