Wear a jacket with zippered pockets. The chances of your card being stolen are slimmer if pickpockets must open a zipper to get to your wallet and credit cards. Keep you credit card in the zippered pocket whenever it is not in use.
Use a wallet. Credit cards are very light weight and can easily fall out of a jacket pocket, even with a zipper. A wallet gives you something bigger, with more weight, that is easier to keep track of. You're also more likely to notice the disappearance of a wallet than of a single credit card.
Wear your jacket at all times when you have your credit card in it. Do not leave your jacket hanging anywhere with a credit card in it because the card is much more likely to get stolen.