The growing body of scientific literature underscores the intricate relationship between meteorological conditions and human health, particularly in the context of extreme temperatures. However, conventional temperature-centric approaches often fall short in capturing the complexity of thermal stress experienced by individuals. Temperature alone, as a metric, fails to encompass the entirety of the thermal stress individuals face, necessitating a more nuanced understanding. In response to this limitation, climatologists have devised thermal indices—composite measures meticulously crafted to reflect the intricate interplay of meteorological factors influencing human perception of temperature. Recognizing the inadequacy of simplistic temperature-focused methodologies, our study aims to address the multifaceted nature of thermal stress. In this study, we explored the association between thermal indices and hospital admissions for circulatory and respiratory diseases in Brazil. We used an extensive dataset spanning 11 years (2008–2018) from the Brazilian Ministry of Health, encompassing a total of 23,791,093 hospitalizations for circulatory and respiratory diseases. We considered four distinct thermal indices—Discomfort Index (DI), Net Effective Temperature (NET), Humidex (H), and Heat Index (HI). We used an extension of the two-stage design with a case time series to assess this relationship. In the first stage, we applied a distributed lag non-linear modeling framework to create a cross-basis function. We next applied quasi-Poisson regression models adjusted by time-varying confounders. In the second stage, we applied meta-analysis with random effects to estimate the national relative risk (RR). Our findings suggest robust variations among the thermal indices under examination. These variations underscore the intricate nature of associations between temperature and health, with each index capturing distinct aspects of thermal conditions. Our results indicate that extreme thermal conditions, both at the low and high ends, are associated with increased risks of hospital admissions. The diverse impact observed among different indices emphasizes the complex interplay between various meteorological factors and their specific physiological consequences. This underscores the necessity for a comprehensive comprehension of temperature metrics to guide precise public health interventions, recognizing the multifaceted nature of temperature-health relationships.