Achieving thermal comfort for occupants in a dynamic environment that reflects their previous thermal experiences is essential for enhancing satisfaction. Current models do not fully consider these dynamic elements, thus limiting advancements in occupants' thermal comfort. This study aims to delineate the characteristics of electroencephalogram (EEG) responses aligned with subjective thermal perception in various thermal environment scenarios, inclusive of past thermal experiences. It focuses on identifying EEG indices, brain regions, and temporal markers that can distinguish between different thermal perceptions. The study involves sixteen male participants who undergo three thermal experience scenarios: predicted mean vote (PMV) 0 → PMV +2, PMV +2 → PMV –2, and PMV -2 → PMV +2. Our results highlight the sensitivity of the F3 channel in the left frontal lobe to thermal environments. The study identifies a pivotal time frame of 6 min after the experiment's start as significant for differentiating thermal perception groups. Additionally, it reveals that the EEG indices reacting to thermal changes vary depending on the participants' previous thermal experiences. These findings indicate that physiological signals, particularly EEG responses, can serve as effective biomarkers for distinguishing thermal perceptions in diverse thermal experience scenarios. This research emphasizes the need to integrate a variety of thermal environment scenarios, considering previous thermal experiences, into personal comfort models for more effective and tailored thermal comfort solutions.