A chimney is a device that we install in homes with fireplaces with the express purpose of pulling hot air — and smoke, and carbon monoxide — out of the home. People who are interested in keeping hot air in their homes do not have chimneys and therefore do not have fireplaces. I know, I know, there are gas fireplaces that don't have chimneys. We have one in one or our rental houses. I don't trust them to remove enough of the carbon monoxide and don't use it. Normal fireplaces (with chimneys) suck hot air up and out of your home.
If you don't use your fireplace, block it off.
If you do use your fireplace, keep the damper closed whenever you are not using it. You'll know if you forget and you leave the damper open — you'll think you left a window open near the fireplace.
If you do use your fireplace, keep the glass doors on your fireplace closed, including whenever you have a fire in the fireplace. A roaring fire in the fireplace will suck the hot air out of the rest of your house. If you don't have these doors, add them.
And if you really love a roaring fire on a cold winter's night, invest in a proper wood heating system so you can get some value from your fireplace (other than the romantic).