Continuous colouring (especially if overlapping occurs) can break your hair resulting in it seeming thinner.
Ensure that the colour is only applied to the root (re growth) area each time. ...More >
You could try using Keratin hair treatments that strengthen and harden the cuticle. Yet you must also ensure you use a good conditioning moisturising treatment to get the correct balance of strength and moisture.
Visit your local salon for a consultation (visit a few if you like to ensure your feel you have the correct advice) and used correctly this will help you.