International standards that define thermal comfort in uniform environments are based on the steady-state heat balance equation that posits ‘neutrality’ as the optimal occupant comfort state for which environments are designed. But thermal perception is more than an outcome of a deterministic, steady-state heat balance. Thermal alliesthesia is a conceptual framework to understand the hedonics of a much larger spectrum of thermal environments than the more thoroughly researched concept of thermal neutrality. At its simplest, thermal alliesthesia states that the hedonic qualities of the thermal environment are determined as much by the general thermal state of the subject as by the environment itself. A peripheral thermal stimulus that offsets or counters a thermoregulatory load-error will be pleasantly perceived and vice versa, a stimulus that exacerbates thermoregulatory load-error will feel unpleasant. The present paper elaborates the thermophysiological hypothesis of alliesthesia with a particular focus on set-point control and the origins of thermoregulatory load-error signals, and then discusses them within the broader context of thermal pleasure. Alliesthesia provides an overarching framework within which diverse and previously disconnected findings of laboratory experiments, field studies and even comfort standards spanning the last 40 years of thermal comfort research can be more coherently understood.