There are several possible causes of feeling cold air from a fireplace. 1) If a gas fireplace, check around the area where the gas line enters your home. That is the primary cause of cold air infiltration. You can stuff paperless fiberglass or foil tape insulation in the hole to prevent the cold air from coming in there. 2) If a gas fireplace, check to make sure that your glass is clamped on tight by all clamps or screws. You would need to remove the front on the fireplace and look top & bottom, at all corners of the fireplace. (Make sure you hold the glass in with one hand while examining and checking the clamps with the other.) 3) If the fireplace is mounted on cement versus plywood, that can also transfer cold air into your home. 4) If the chase area or “doghouse” is not insulated adequately, that is another possibility. Please check out the insulation of the chase with your builder or installer.