Scales are widely used to assess the personal experience of thermal conditions in built environments. Most commonly, thermal sensation is assessed, mainly to determine whether a particular thermal condition is comfortable for individuals. A seven-point thermal sensation scale has been used extensively, which is suitable for describing a one-dimensional relationship between physical parameters of indoor environments and subjective thermal sensation. However, human thermal comfort is not merely a physiological but also a psychological phenomenon. Thus, it should be investigated how scales for its assessment could benefit from a multidimensional conceptualization. The common assumptions related to the usage of thermal sensation scales are challenged, empirically supported by two analyses. These analyses show that the relationship between temperature and subjective thermal sensation is non-linear and depends on the type of scale used. Moreover, the results signify that most people do not perceive the categories of the thermal sensation scale as equidistant and that the range of sensations regarded as ‘comfortable’ varies largely. Therefore, challenges known from experimental psychology (describing the complex relationships between physical parameters, subjective perceptions and measurement-related issues) need to be addressed by the field of thermal comfort and new approaches developed.