In thermal comfort research, two main domains are identified: objective and subjective. This study focusses on the latter, examining various aspects of preference, sensation, and pleasantness. It also clearly distinguishes each concept and sets the groundwork for their standardised use in urban planning and urban climate studies. Additionally, this study emphasises the often-overlooked geographical perspective, aiming to address previous gaps in this research area. Environmental conditions were found to be the main determinants influencing pedestrians' thermal sensation, preference, and pleasure. Key factors include air temperature, solar radiation, and wind speed, which exhibit strong correlations with pleasure responses. Additionally, urban density, clothing type and colour, shading, sex, and weather type significantly impact thermal sensation and reported pleasantness. It was observed that people who overdressed for the season, wore dark or warmer clothes, experienced air temperature and solar radiation more intensely. Similarly, those in high-density urban areas, without shade, or when weak continental wind conditions were observed, reported stronger thermal sensations. Women generally sensed air temperature and solar radiation as more intense compared to men. These factors influence thermal pleasantness, varying in importance, spatial distribution, and statistical relationship. Higher wind speeds, particularly from an Atlantic direction, were found to enhance thermal pleasantness by balancing conditions and reducing thermal sensation votes for air temperature and solar radiation. Green areas also increased thermal pleasantness by lowering air temperature and solar radiation sensations and promoting a sense of happiness among pedestrians.