As Farr explains on her blog, having plush rugs on your floors "act much like snow, adding to the peace and quiet by tamping down sound and acting as insulation."
Your rug’s material is important, and wool makes an excellent insulator. Look for a wool rug that also has an additional plush foam layer beneath to help insulate the room better.
Texture is another important thing to look out for. Shaggy designs such as a fluffy sheepskin rug or a plush, shaggy area rug will help stop the cold from seeping through.