The advent of an aging society has increased the need for a better understanding of thermal comfort requirements, especially for older people's health. Differences in thermal comfort needs among older individuals with varying frailty levels are noted, but the impact of health on physiological thermoregulation is underexplored. This study, based on the frailty classification method characterized by Fried, selected 12 non-frail (age:71.00 ± 5.41) and 12 pre-frail (age:72.68 ± 5.7) older individuals for laboratory experiments. This experiment set sudden temperature change experiments to illustrate differences in subjective perceptions and physiological changes between non-frail and pre-frail older people. Results show that non-frail individuals are more likely to complain in warmer environments. Significant differences in perception only emerged when the temperature differential between neutral and warm conditions exceeded 5 °C. Pre-frail individuals exhibited slower skin temperature changes and required more time to stabilize with the environment, particularly in the foot. Pre-frail individuals tend to sweat less in changing environments and require more time to reach stable sweating. There is positive evidence indicating that heart rate of pre-frail individuals is higher than non-frail individuals, with different changing trends observed between the two groups. When the temperature difference exceeds 5 °C, the pulse intensity trend in pre-frail individuals diverges from that of non-frail individuals. In controlling indoor environments for older people, it is essential to consider both subjective comfort and physiological thermoregulation capabilities. For older adults with frailty characteristics, applying localized warming, using small temperature differences, gradually adjusting the environment may better meet their comfort needs.