Sex difference stands as a crucial factor necessitating consideration in personalized thermal environment control, with the mechanisms of its emergence potentially differing across different thermal environments. However, a comparative analysis of sex differences regarding body temperature (skin and core body temperature) and thermal perception across different environments is lacking. A stable environmental experiment (comprising three conditions: 16 °C, 20 °C, and 24 °C) and a transient environmental experiment (involving a whole-body step-change from 19 °C to 35 °C and back to 19 °C) were conducted, with participation from 20 young males and 20 young females. Skin temperature and core body temperature were continuously recorded during the experiments, and three types of thermal perceptions were regularly collected. The results showed that: (1) The impact of thermal environment on females' skin temperature surpassed that on males, in stable environment, with every 1 °C rise in ambient temperature, the mean skin temperature increased by 0.28 °C for males and 0.35 °C for females respectively; in transient environment, females' mean skin temperature raise and fell at a faster rate. (2) Males exhibited stronger thermal regulation abilities than females, particularly evident during sudden increase in ambient temperature (from 19 °C to 35 °C), where the reduction magnitude of males' core body temperature was notably larger. (3) Whether in stable or transient environments, significant sex differences often occurred in skin temperature and thermal sensation at distal parts, particularly at the hand. (4) Males typically fed back higher levels of thermal comfort and thermal acceptability than females, suggesting that in addition to physiological sex differences, psychological sex distinctions also play a role. In summary, personalized design for stable thermal environment can focus on sex differences in skin temperature, while transient thermal environment requires consideration of both skin temperature and core body temperature. A comprehensive consideration of physiological and psychological sex differences aids in creating personalized thermal environments with greater precision.