The Chihuahua breed does not tolerate cold weather very well. They shake and shiver to keep warm. Try putting a doggie coat or shirt on your Chihuahua if he feels chilly and be sure that her doggie bed is cozy and warm. If the temperature outside is downright freezing, keep your pet indoors. There are Chihuahua owners that use indoor pee pads so that their pets do not have to go out in the cold.
Chihuahuas also shiver if they feel excited or anxious. The type of coat they have will not help much with this reason for shivering, but what you can do is try minimizing your pet's exposure to overwhelming or stressful events. So if your pet gets agitated or nervous when in the company of other dogs, then you may want to think about joining training classes that help dogs become more at ease when among other dogs. But until then, consider taking him for walks on the paths that are more isolated.