Wearing PE kit, lower leg's very cold (9)
I believe the answer is:
perishing
'very cold' is the definition.
(perishing can mean extremely cold)
'wearing pe kit lower leg's' is the wordplay.
'wearing' is an insertion indicator.
'kit' becomes 'rig' (I've seen this before).
'lower leg' becomes 'shin' (I've seen this before).
'pe'+'rig'='perig'
'perig' enclosing 'shin' is 'PERISHING'.
(Other definitions for perishing that I've seen before include "Dying" , "going west" .)