Indoor thermal environment contributes to the comfort of occupants and even affects their health and well-being. Recent years have witnessed emerging studies on the connection between the indoor thermal environment and human health, while few studies have systematically discussed the specific relationship between them. Thus, a total of 60 published studies were selected to review the impacts of different thermal factors on related diseases. The included indoor thermal factors consisted of air temperature, humidity, and air movement, and the health outcomes were divided into three categories, namely, sick building syndrome, metabolic syndrome, and respiratory disease. Relationships among thermal factors, physiological parameters, and specific diseases were summarized, and the underlying mechanisms were also analyzed. Furthermore, the thresholds of thermal factors to ensure good health status were proposed. To prevent sick building syndrome, the optimal thermal ranges in summer were the air temperature within 20–23 °C and humidity within 20%–60%, and in winter the temperatures should be lower than 22 °C or 23 °C with elevated humidity to 30%–40%. Mild cold exposure at temperatures between 12 °C and 22 °C and heat exposure at temperatures above 30 °C were regarded as anti-obesity and anti-diabetes treatments. The minimum winter indoor temperature and maximum summer indoor temperature to ensure cardiovascular health were 21 °C and 30 °C, and those temperature thresholds for patients with respiratory diseases were 23 °C and 26 °C. Additionally, the implications and possible avenues for future research in relevant fields were suggested.