Pregnant women have different thermal preferences during pregnancy. This paper aims to investigate the thermal characteristics of pregnant women in hospitals, addressing a research gap in the field of thermal comfort for this population. This study assessed the thermal environments of the pregnancy examination spaces (i.e., B-ultrasound room and waiting area) in a hospital located in Xi'an during the winter season. Data were collected from 1055 pregnant women at different stages of pregnancy, including demographic characteristics, thermal sensation votes (TSVs), thermal comfort votes (TCVs), and clothing insulation. The results show that the thermal sensation was significantly more influenced by the pregnancy stage than the current weight. Pregnant women in the third trimester reported a higher mean thermal sensation vote (MTSV) than in other pregnancy stages. Furthermore, the clothing insulation of pregnant women exhibited a non-normal distribution, resembling a bimodal structure. Based on this structure, typical clothing insulation values were determined to be 0.9 clo in the B-ultrasound room and 1.3 clo in the waiting area. Given these characteristics in both thermal perception and dressing behaviors of pregnant women via a subjective questionnaire, we advise lowering the temperature to ensure their comfort and save heating energy. Some personalized seats are also provided to compensate for differences in thermal preference at various stages of pregnancy. These findings contribute to the creation of comfortable and healthy pregnancy examination environments.