I have had to work outside in cold weather, often with thin gloves, try getting a coat with better insulated sleeves, or even adding insulation (think leg warmers) to your existing coat. Also knit wristlets will help an amazing, too - not only is there often a variable gap between cuff and glove, but that is where our circulation is closest to the surface. Also, mittens are always warmer than gloves of similar, or even quite a bit heavier, weight. If you don't need to use your fingers, try them; and despite the other comment, they are usually warmer without an inner glove.