The folks at the Privacy Gift Shop think they have the answer with their Stealth Wear lineup, which includes a burqa, hijab, and hoodie that shields the wearer from thermal imaging used by drones for detection. The burqa ($2,500) even comes with a hat that adds an extra layer of thermal image blocking.
But, uh, they probably should have made some anti-drone pants as well. Those drones might get suspicious of a pair of legs just walking around. If you're fearful for the world of drones, you should probably check out the Stealth Wear line on Privacy Gift Shop's store.