The most common and most likely answer to this crossword clue is the 11 letter word WINDCHEATER
I've seen this crossword clue in The Times
W
I
N
D
C
H
E
A
T
E
R
More clues leading to the result WINDCHEATER
- Carbon in gas fire, something to keep out the chill
- Acquire direct current warmer as a protection against the climate
- Cold in head spreading in January, perhaps — something needed to keep warm?
- In cold season, daughter gets short inexpensive jacket
- Cold in head nasty in bleak season? Wrap up warm in this
- Warm clothing in Washington area in bad weather
- Turn cold — add something warming, a jacket
- Ached badly in cold season? Get a jacket
Buddy explains!

The straight part
We know that "something to keep out the chill" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case something to keep out the chill = windcheater.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does WINDCHEATER mean?
WINDCHEATER noun- A heavy weatherproof jacket