The circadian clock regulates diurnal variations in autonomic thermoregulatory processes such as core body temperature in humans. Thus, we might expect that similar daily fluctuations also characterize human thermal perception, the ultimate role of which is to drive thermoregulatory behaviors. In this paper, we explore this question by reviewing experimental and observational thermal comfort investigations which include the “time of day” variable. We found only 21 studies considering this factor, and not always as their primary analysis. Due to the paucity of studies and the lack of a specific focus on time-of-day effects, the results are difficult to compare and appear on the whole contradictory. However, we observe a tendency for individuals to prefer higher ambient temperatures in the early evening as compared to the rest of the day, a result in line with the physiological decrease of the core body temperature over the evening. By drawing from literature on the physiology of thermoregulation and circadian rhythms, we outline some potential explanations for the inconsistencies observed in the findings, including a potential major bias due to the intensity and spectrum of the selected light conditions, and provide recommendations for conducting future target studies in highly-controlled laboratory conditions. Such studies are strongly encouraged as confirmed variations of human thermal perceptions over the day would have enormous impact on building operations, thus on energy consumption and occupant comfort.