The long, thick hair on the tail of Pallas's cats is used as a blanket and foot protection when it is extremely cold. Pallas's cats wrap their tail around their body and rest their front feet on top of it. The wrapped tail acts like a blanket that keeps their body warm while protecting the pads of their feet from snow.

The fur on of Pallas's cats changes with the seasons. In winter months, the cats' hair grows longer, thicker, greyer, and more uniform in color than during summer months. This helps keep the cats warm, dry, and camouflaged in cold and snowy conditions. During the summer months, their color and pattern returns to a golden color with stripes on their tail and spots on their head, which helps them camouflage during warmer, snowless times.