A refrigeration suit is a type of clothing used by the Breen. It is supposedly a type of environmental suit to keep a Breen's temperature at a lower level than its surroundings. The Breen wear them as they may have adapted to the cold temperatures on Breen.
However, in 2375, Weyoun found out that the Breen homeworld was actually quite mild, thus raising a question over their use of the suits. (DS9: "Indiscretion", "By Inferno's Light", "When It Rains..." et al)
See also: