I am working on my first felting project so I am by no means an expert. But I did find good information at knittingfiend.com I think you have to knit with big needles ( I used size 9 on short wht wool) and make your mittens rather big. Good luck

Look under the post French Market Bag. There is a great link to a felting site with patterns for mittens. That might help.
Donna

A knitted article will shrink more in the length (crosswise to the knitted rows than it does in the width (parallel to the rows) direction and this is also true when you felt an article. But there will be some shrinkage in both directions.

Natural fleece fibers such as wool, angora and mohair will felt succesfully, but you have to be careful not to use a yarn -- such as "superwash" wool -- that has already been treated to prevent shrinkage.

To figure out how big to knit a mitten, you'll need to make a swatch that is 40 stitches wide and 40 rows long. Measure it both ways before you felt it. Then felt it and remeasure in both directions to see how much it has shrunk. Let's say it started out 8 inches wide and 6 inches long before felting and wound up 6 inches long 5 inches wide after felting -- this is just off the top of my head and doesn't mean a real sample would shrink that way.

You can see that the felted swatch is only three-quarters as long as it was before felting. You'll have to knit a mitten that is one and a third times (8 divided by 6) as long as the standard mitten pattern. And it's also five-sixths as wide felted as it was unfelted, so you'll need to knit it one and a fifth times (6 divided by 5) as wide as the standard pattern.

Bear in mind that you need to knit with bigger needles than you'd use normally because the knitting has to be loose enough to shrink properly. You could make it a lot easier on yourself and use a pattern for felted mittens such as at the link below. That's what I would do because mittens are highly shaped and it's difficult to make all the adjustements for shaped garments.

Here is a link that might be useful: Fibretrens felted patterns