The current Chinese standard utilizes a single thermal comfort index guide to regulate indoor parameters for public buildings. However, heating, ventilation, and air conditioning (HVAC) settings often do not align with the occupant’s needs. To address this, a 2-year winter field survey was conducted in four large-scale shopping malls across severely cold regions of China, considering the complex age structure of mall visitors. Physical environmental parameters were measured, and a subjective questionnaire yielded 1464 valid responses. Neutral temperatures for different age groups were 17.4 °C for children (0–12 years of age), 19.3 °C for early youth (13–24), 20.0 °C for mature youth (25–44), and 23.3 °C for middle-aged adults (45–59). The limit of the 80% acceptable temperature range for the children and early youth was lower than the current Chinese GB 50736 standard, suggesting that HVAC temperatures for the corresponding shopping malls can be appropriately reduced for the target consumer groups. Significant differences occurred between customers’ demand for thermal environments in shopping malls and various standards. These findings provide valuable insights into energy-efficient architectural design and operational management of shopping malls in the Shenyang area, promoting the sustainable development of human thermal comfort environments.