Windproof, breathable and warm, thermal jackets are for all cyclists who don't want to stop riding when it gets cold. As the top layer of the 'onion principle' over a baselayer and long jersey, thermal jackets keep cyclists warm on really cold days. They either consist of thicker softshell material layers or are lined. In any case, you should look for a high collar to keep your neck warm and adequately-long sleeves to avoid any spots of exposed skin.