or it could be a ghost. get your local vicar round to bless the house. once the ghost has gone it will warm up... hahaha... how funny would it be if you you found out this was the reason

Hello. It would be beneficial to know the age of the house and the flooring you have? As often older houses have floorboards above a void over soil with air bricks on the outer walls to allow air to the timbers which makes it very cold and draughty. Until I know it's difficult to say. Is it a house or bungalow?
Other things to look at are insultion in the ceiling which would help stop the heat escaping into the room/roof above. If its the roof above have you got adequate insulation in your loft? What heat source have you got in the room?

A number of possibilities,
Radiator;
If you have a radiator, update it to a double, also reflective radiator foil can be fitted on the wall behind the radiator to reflect more of the heat into the room and reduce loss through the wall. Also, make sure your radiator is bled to remove airlocks. If it is on the external wall move it onto an internal wall, if possible.
Is a draft excluder needed on the internal door. Or are there any other drafty areas? (chimney) etc...
Insulation in the floor and ceiling (in between joists if it is a timber floor)

Hope this helps.

If you have a radiator you need to make sure that it is the right size for the room and it is working correctly.

use this calculater to work out how many btu,s your radiator needs to heat your room

http://www.home-radiators.co.uk/Radiator-BTU-Calculator.htm

then once you know the Btu value then go on screwfix website or a plumbers merchants website and look for radiators with that btu value and see if your radiator is the right size as it may be to small.