A sleeping bag does not produce heat but retains the heat produced by the body. If you are tired and cold and you slip inside a cold, damp sleeping bag, it is very likely that you will feel cold no matter how good your sleeping bag is! A few tips: Dress simply (1 layer of clothing is enough). Warm-up your extremities: hats, gloves, socks, foot-warmers, rubs. Use a sleeping bag liner to maximise the heat inside your sleeping bag.