In addition to typical indoor and outdoor spaces, there are numerous transitional spaces in a building that are unlike indoor and outdoor spaces, where most people spend time for entertainment. There is a need to investigate the comparison between these three types of spaces, including indoor spaces, transitional spaces and outdoor spaces. In this study, the thermal responses and thermal environmental parameters of the indoor, outdoor and transitional spaces were simultaneously recorded. Values of standard effective temperature (SET*), physiologically equivalent temperature (PET) and universal thermal climate index (UTCI) were calculated, and relationships between mean thermal sensation vote (MTSV), SET*, PET and UTCI were also analysed. The results indicate that the air velocity fluctuation and mean radiant temperature of the outdoor space were more significant than those of other two spaces. The neutral thermal indices of the outdoor space were higher than those of the indoor and transitional spaces. Additionally, regression models between MTSV and thermal indices (SET*, PET and UTCI) were analysed. There are strong linear relationships between MTSV and SET* in all spaces. The linear relationships between MTSV were significant when compared with PET and UTCI. Thus, the adaption of thermal indices for evaluation of different spaces must be considered.