Recently, membrane structures have been increasingly used in gymnasiums. However, an uneven distribution of indoor thermal environment exists in membrane-structure gymnasiums, resulting in poor thermal comfort for indoor personnel. Therefore, the indoor thermal environment of a membrane-structure gymnasium was assessed and some improvement measures are proposed herein. The adopted research method mainly comprised a combination of field tests and questionnaires, which aimed at collecting the indoor and outdoor environment parameters and the subjective vote values of different people to establish a thermal comfort model. The results of the thermal comfort model analysis showed that among the applicable population in the membrane-structure gymnasium, the sports group exhibited the highest thermal comfort, followed by the audience group, and the thermal comfort of post-exercise group was relatively poor. To ensure thermal comfort for all three studied groups, the proposed operative temperature range of the gym should be approximately between 10.07–13.34 °C. This study provides a reference for the application and operation of the membrane structures on sports buildings.