Yes, although you would need to make sure that you got one that was a "thermal" vest and not made of lycra. Lycra ones are purely for preventing rashes and do not provide any extra warmth.
If or when you go to purchase yours, make sure to ask whether or not what you are getting is a "thermal" vest.
If or when you go to purchase yours, make sure to ask whether or not what you are getting is a "thermal" vest.