How do I keep my outdoor chair pillows from blowing away?

We have a lot of wind too. I tie my chair pillows to the chair frames. Some I purchased had the ties on them, so for the rest I added a piece of cord or rolled material to use for a tie. I did tack them on with a needle and thread.

Can you use outdoor velcro?

There is no 'outdoor' or 'indoor' velcro.

The difference may be in quality of brand name vrs no name, or in the thickness or density, not in the function.

This is a really great idea for securing outdoor pillows: https://www.youtube.com/watch?v=3Rtx21EHBEI

I have sewn-on ties to my cushions that are used in areas where they will blow off.