This study investigated gender differences in acoustic-thermal comfort and cognitive performance in three workload levels in eight simulated work environments with two noise levels (55 and 75 dBA) and four air temperatures (18, 22, 26, and 30 °C). Subjective perceptions, including noise annoyance and fatigue, physiological measurements like Heart Rate Variability (HRV), respiration rate, and EEG variables (ALPHA, BETA, THETA) were used to assess comfort. In addition, the cognitive performance of men and women was evaluated on three levels: simple, medium, and complex. Women generally reported higher annoyance levels than men, especially at 75 dB noise level and increasing temperatures. Women experienced higher fatigue in warmer conditions than men. Women exhibited higher accuracy and lower reaction time than men at 18 °C and 22 °C with a quiet noise level (55 dBA) and simple and medium tasks. However, women acted accurately in complex tasks but had a higher reaction time. On the contrary, as the tasks are complicated and air temperature (26 °C and 30 °C) increases, men have higher accuracy and further reaction time than women. Accuracy and reaction time were diminished in both genders at 75 dBA noise level. Significant changes in the physiological parameters were observed at 18–22 °C for men and at 26–30 °C for women with the same noise level. Women had higher alpha and beta waves at 18–22 °C, indicating greater comfort and alertness, but these values decreased as air temperature rose. Overall, the study emphasizes the importance of considering gender differences when designing indoor work environments for optimal comfort and performance.