Cold does not bully rabbits as much as it should. Thick clothing would only slow an animal built for flight, so evolution pushed insulation into the skin itself, turning the coat into a multilayer barrier where dense underfur traps still air and longer guard hairs cut wind exposure and limit convective heat loss.
Posture, not panic, is their next defense. A rabbit that sits tall leaks warmth from its flanks and belly, but one that crouches, tucks its limbs, and presses ears along the back shrinks exposed surface area, reducing radiative and convective loss while vasoconstriction in those large ear vessels shunts blood toward vital organs and core muscles.
Most decisive, though, is the decision to vanish underground. Burrow networks act as crude but reliable climate control, where soil’s thermal inertia and low thermal conductivity blunt sharp drops in air temperature, keeping ambient conditions near the rabbit’s thermoneutral zone and allowing basal metabolic rate to cover the remaining gap without costly shivering thermogenesis.