A chill is usually connected to stepping outside in cooler weather without the proper clothing or from perspiring too much then stepping directly into an air conditioned room. There are other reasons you would feel a chill, too. Believe it or not, having a chill, even without a high fever, is the result of the body fighting off an infection.
Chills are often used to make the body shiver, heightening your internal temperature to cause a fever. Similarly, it can be that your body temperature is so much higher than your environment that you feel frigid and uncomfortable. Common causes of chills include bacterial and viral infection; ironically, the common cold rarely gives you a chill.
If your chills are accompanied with shortness of breath, body aches, headache, and fever, be sure to get treatment for your symptoms immediately. Be sure to speak to a medical professional to see if you need testing.