Humid air is full of moisture, which can help keep your skin from drying out. If it is humid outside, but you use an air conditioner or heater in your home, the inside air may be quite dry. Consider using humidifiers in the rooms where you spend the most time.
Cold dry air is just as damaging to skin as warm dry air. When spending time outdoors in the winter, wear clothing that doesn't let the air get to your skin.
Another relevant factor is the amount of time your skin is exposed to water.
Do you frequently take hot baths or showers, or wash your hands often?