During night, the earth's surface radiates infrared radiation of larger wavelength. Gas molecules in the air absorb some of this energy and radiate energy of their own in all directions. Also, water molecules, like the vapour that makes the clouds, absorb more frequencies of infrared energy than clear air does.
Both these factors contribute to the fact that clouds radiate more heat in all directions (including the earth) than clear air does. In turn, this makes the overall temperature on the earth warmer when there is a cloud cover. The heat energy radiated by the earth is reflected back to earth. Due to this, cloudy nights are warmer than the nights with clean sky.