Compared to other textiles, socks are made at the lowest cost and have the highest consumption rate, making them one of the least-lasting fabric goods in the clothing industry. Socks are available in a wide range of fibers blends, that is, cotton, wool, nylon, acrylic, polyester, olefin, spandex, etc. As an element of footwear, socks act in tandem with the foot and shoe, influencing the temperature and moisture levels of the feet. The comfort of clothing next to the skin in terms of temperature and moisture is gaining more and more attention. Pilling is a serious issue with wool items, and less pilling is required since it negatively impacts the esthetic, comfort, and longevity of the fabric. This research has investigated socks pilling tendency and thermo-physiological comfort properties, that is, air permeability and thermal resistance made by wool/polypropylene blend yarn. Three different combinations of wool/polypropylene yarns on the main and platting side of the socks were used at two different tightness levels. Polyurethane finish has been applied to check the socks’ behavior after the finish application. Statistical analysis showed that finished samples knitted with wool/polypropylene as a main yarn offer the best results against the pilling test while sample code ANL, an unfinished sample, offers the best results regarding air permeability, thermal resistance, and overall moisture management capacity.