Rav Shlomo Zalman Auerbach: Davening All Bundled Up
When davening Shmoneh Esrei you must be dressed like you are standing in front of an important person. This Halacha covers various items of what must be worn during tefila (e.g. head covering, shoes, etc.) and things that may not be worn during tefila. The Mishna Berura (91:12) says that you may not wear gloves during davening since it makes you look like you are on the road and it is considered haughty to daven like that.
The Halichos Shlomo (Tefila 2:18) says that Rav Shlomo Zalman paskens that it is permissible to daven with a coat, scarf, and gloves if you are cold. The gloves that the Mishna Berura paskened are Assur he says, are gloves that workmen wear or gloves worn by fancy people. Garments worn to protect yourself from cold are not considered "Gaava" and are not assur even according to the Mishna Berura.
Importan Note: We try to convey the Tshuva to the best of our ability. We admit that our understanding may not be accurate. Please also understand that this Tshuva may not be the final word on this topic. One should consult a Rav before drawing any conclusions.