There are several possible causes of feeling cold air from a wood fireplace. You will want to make sure the damper is closed. Also check the installation manual for any other potential openings that may need to be shut. If the fireplace is mounted on cement versus plywood, that can also transfer cold into your home. If the chase area or doghouse is not insulated adequately, that is another possibility. Please check with your builder or installer on the insulation of the chase.