This paper focuses on the comfort properties of graduated and preventive compression stockings for people who work long hours in standing postures and for athletes for proper blood circulation. The present study was conducted in order to investigate the effects of the yarn insertion density and inlaid stitches on the performance of the compression stockings. The effects of these parameters on the thermo-physiological comfort properties were tested with standard and developed methods of testing. All compression stockings were maintained with class 1 pressure as per German standards. The structural parameters of the knitted fabric structures were investigated. The stretching and recovery properties were also investigated to determine the performance properties. The theoretical pressure was predicated using the Laplace’s law by testing the stockings’ tensile properties. The compression interface pressures of all stockings were also investigated using a medical stocking tester (MST) from Salzmann AG, St. Gallen, Switzerland. Correlation between the theoretical pressures and pressures measured using the MST system were also assessed. The current research used a multi-response optimization technique, i.e., principal component analysis (PCA), to identify the best structure based on the optimalization of the above-mentioned properties. The results also revealed that samples with higher insertion density levels exhibit better comfort properties. The results showed that sample R1 was the best sample, followed by R2 and P. In addition, all developed stocking samples exhibited better comfort properties than the control sample from the market.