Praise be to Allah.
It was narrated from Ibn ‘Umar (may Allaah be pleased with him) that a man said: “O Messenger of Allaah, what garments may a muhrim (pilgrim in ihraam) wear?” The Prophet (peace and blessings of Allaah be upon him) said: “The muhrim should not wear a shirt, pants, a burnous, or shoes, unless he cannot find any sandals, in which case he may wear something that comes below his ankles.” Narrated by al-Bukhaari (5458) and Muslim (1177).
In this hadeeth the Prophet (peace and blessings of Allaah be upon him) forbade wearing things that are forbidden only for the muhrim, and are permitted to everyone else. By analogy with what the Prophet (peace and blessings of Allaah be upon him) forbade, other things are also forbidden such as jackets and ‘abayas; if the pilgrim puts them on his shoulders then this is a garment that is forbidden, but it is permissible for him to wrap himself in them if he wants to keep warm without wearing them.
Shaykh al-Islam Ibn Taymiyah (may Allaah have mercy on him) said:
Similarly it is permissible to wear anything that is akin to the izaar (waist-wrapper, lower garment) and rida’ (upper garment). So he may wrap himself in an ‘abayah, jubbah, shirt and so on, and cover himself – according to the majority of scholars – by wearing it sideways or upside down, and cover himself with a blanket and so on, but he should not cover his head with it except in the case of necessity. End quote.
Majmoo’ al-Fataawa (26/110).
Shaykh Muhammad ibn Saalih al-‘Uthaymeen said – discussing what male pilgrims are forbidden to wear in ihraam – : He should not wear a shirt, turban, burnous, pants or shoes, unless he cannot find an izaar, in which case he may wear pants, or he cannot find sandals, in which case he may wear shoes.
He should not wear anything that is similar to the things mentioned above, so he should not wear an ‘abayah, outer garment, hat, t-shirt and so on. End quote.
Kayfa yu’addi al-Muslim Manaasik al-Hajj wa’l-‘Umrah (p.7,8).
There is nothing wrong with wrapping a shirt around one's body without wearing it, and there is nothing wrong with wearing an ‘abayah as a rida’, so that it is not worn in the usual fashion.
Manaasik al-Hajj wa’l-‘Umrah (p. 64).
Based on this, if it is cold then the muhrim may wrap an ‘abayah or something else around himself, without wearing it in the usual manner. If he needs to wear a jacket because he cannot find anything else to keep the cold away, then there is no sin on him if he wears it, but he must pay the fidyah by sacrificing a sheep or fasting for three days, or feeding six poor persons. He may do any of these three things, because of the hadeeth of Ka’b ibn ‘Ujrah (may Allaah have mercy on him): when he needed to shave his head when he was in ihraam, the Prophet (peace and blessings of Allaah be upon him) said to him: “Shave (your head) and fast three days, or feed six poor people, or offer a sacrifice.” Narrated by al-Bukhaari (4190) and Muslim (1201).
And Allaah knows best.