|This is Malta in December... looks deceptively warm|
The problem here though is that Malta is not adapted for the cold. Very few of the houses have heating or are insulated, and so they are not the warm havens us Northern Europeans are accustomed to. That's why we spend a lot of our free time sitting on the couch under assorted blankets. You also have to remember that this is a very small island and as such is more likely to be buffeted by winds. Somebody compared Malta to a very large ship out here in the middle of the sea, except one which does without the benefit of heating systems. Not too far off the mark.
On the plus side, there's not a lot of rain here, and much more sunshine than you would expect just about anywhere else in Europe. And on those sunny winter days it's actually pretty warm if you find a patch of sunlight and don't move out of it. But the best advice is that if you're coming to Malta during the winter leave the beach clothes at home. You will still get lots of blue-sky photos to take home with you, but you'll probably be wearing a jacket when you take them.