Kendall and Kylie Jenner nailed winter chic again as their vacation in the mountains continues ... pulling off hot and fuzzy looks while stepping out in Colorado.

The sister's were photographed wrapped in fur arriving to a lunch together at Little Nell Hotel in Aspen on Monday.

Kendall wore a long fur coat with leather pants paired with boots while Kylie went with a fur coat paired with jeans and loafers.

The fur coats make total sense ... there's currently an extreme cold warning in Colorado right now with some areas experiencing wind chills as cold as -20 degrees.

As we reported ... the sisters stepped out for dinner at Casa Tua in Aspen on Saturday with Kylie’s daughter, Stormi Webster, and close friend Hailey Bieber joining them.