Why do I feel colder on a damp day?
Let’s define a damp day as one with high relative humidity but without precipitation or fog. High relative humidity reduces evaporation, which can be dangerous in high temperatures. Although air temperatures are too cool to create this hazard in winter and spring, the physics does not change: high relative humilities interferes with evaporative cooling. So you should feel warmer, not colder, on a cold, damp day, so we need to look for another explanation.
Our bodies produce moisture which permeates our clothing from the inside out. Comfortable clothes ‘breathe’ — allow this moisture to be dispersed into the air around us. A high relative humidity can prevent this exchange, leaving the moisture trapped in our clothing. The moisture is either absorbed by the fibers or fills the air space between them. Liquid water is a good conductor of heat and so damp clothes make us feel colder because that water transports warmth from our bodies into our surroundings.
So while high humidity slows the cooling effect of evaporation (which would tend to warm us), it also increases the moisture level in our clothing. The damp clothes cool our bodies by conducting heat away from us, which makes us feel colder. And in winter, cold wins this battle!