Thermal comfort research is vital for enhancing user health, productivity, and energy conservation. Electroencephalogram (EEG) signals, reflecting brain activity, are increasingly used to assess thermal comfort. This review examines 44 EEG-based thermal comfort studies over past two decades, discussing experimental design, EEG devices, analysis methods, and main results. 97.7 % studies are experimental with limited practical application, highlighting a need for applied studies enhancement. 38 studies are conducted in climate laboratories, temperatures ranging from 15 to 35 degrees C, and participants primarily being college students with a metabolic rate maintained at 1.0met. Recommended procedures include an adaptation period of 10-60 min, exposure to specific thermal conditions for 10-20 min, and EEG data recording over 5 min to establish baseline conditions. For sleep thermal comfort studies, the exposure and monitoring duration typically extends to 8 h. Notably, an increase in low-frequency EEG oscillatory activity correlates with improved thermal comfort, the combined correlation coefficients (r) of 0 and alpha relative power with thermal comfort are 0.42 and 0.20, respectively. Conversely, a decrease in high-frequency EEG oscillatory activity with improved thermal comfort, with the r of (3 power with thermal comfort is-0.21. Improved thermal comfort correlates with low-energy brain activity. For overall brain activity analysis, power spectral density, absolute power, or nonlinear dynamics are recommended, with relative power suggested for analyzing activity across different frequency bands. EEG-based thermal comfort prediction models have demonstrated up to 98.0 % accuracy, offering substantial application potential. Future advancements should promote EEG technology in diverse environments such as carriages, sleep settings, and outdoor spaces to enhance individual thermal comfort.