This paper aims to analyse and conclude about the behaviour of the most commonly used human thermal comfort indices under a variety of atmospheric conditions in order to provide further information about their appropriateness. Utilising Generalized Additive Models (GAMs), this article examines the indices’ sensitivity when exposed to diverse classified atmospheric conditions. Concentrated upon analysing commonly used human thermal indices, two Statistical/Algebraic indices (Thermohygrometric Index (THI) and HUMIDEX (HUM)), and four Energy Balance Model indices (Physiologically Equivalent Temperature (PET), modified PET (mPET), Universal Thermal Climate Index (UTCI), and Perceived Temperature (PT)) were selected. The results of the study are twofold, the identification of (1) index sensitivity to parameters’ variation, and change rates, resultant of different atmospheric conditions; and, (2) the overall pertinence of each of the indices for local thermal comfort evaluation. The results indicate that the thermohygrometric indices cannot follow and present the thermal conditions’ variations. On the other hand, UTCI is very sensitive under low radiation condition, and PET/mPET present higher sensitivity when the weather is dominated by high radiation and air temperature. PT index provides the lower sensitive among the human energy balance indices, but this is adequately sensitive to describe the thermal comfort environment.