The main purpose of this study is to explore the impact of the indoor thermal condition on people’s stress and thermal comfort under acute stress. Therefore, an experiment was carried out on 20 human subjects in the climate chamber. Three thermal conditions (PMV = −1, PMV = 0 and PMV = 1) were created. Trier social stress test was used as the program to stimulate acute stress and was divided into three stages: Pre-stressor, Stressor task and Post-stressor under each thermal condition. To analyse stress and thermal sensation, a survey was conducted and human subjects completed questionnaire provided about their responses. Furthermore, the psychophysiological responses of subjects were measured by electroencephalogram at different thermal conditions. The results indicate that subject’s stress is not significantly related to the thermal environment conditions in the stage of Pre-stressor. However, a neutral and slightly cold environment can reduce the stress of the subjects in the Stressor task, while a slightly warm environment would increase more acute stress. The thermal environment and psychological stress were found to have a combined effect, which could affect the thermal sensation, thermal comfort and acceptability of the environment when subjects were under acute stress stimulation.