This study proposes a non-invasive experimental setup that integrates environmental and physiological sensors with personal parameters (age, gender, and Body Mass Index (BMI)) to measure the perceived thermal comfort of occupants via a Machine Learning (ML) framework. An experimental campaign involving 23 participants was conducted across cold (17–20 °C), neutral (22–24 °C), and warm conditions (26–28 °C). Data collected combined environmental measurements, continuous wearable physiological signals, subjective Thermal Sensation Votes (TSVs), and a multidimensional Global Sensation Vote (GSV). Evaluating six distinct datasets via a Leave-One-Subject-Out (LOSO) cross-validation strategy revealed that the value of personal data depends heavily on the underlying sensor architecture. While integrating personal data introduced slight noise in purely environmental linear models (decreasing accuracy by 4.77%), it yielded significant quantitative increments as sensor complexity shifted toward the individual, boosting accuracy by 2.03% in physiological setups and a remarkable 13.6% in bare-minimum sensor networks. Overall predictive performance reached an accuracy of 73% using a Support Vector Machine (SVM-LIN) for environmental configurations, while an XGBoost model achieved a robust 68% accuracy in a highly reduced, low-cost sensor setup by leveraging personal context. The innovative aspect of this research is the simultaneous use of sensors to monitor both physiological and environmental parameters, which, when combined with subjective feedback and personal data, significantly increases the prediction of TSV in practical cases. This integrated approach suggests prospective applications for vulnerable categories whose thermoregulatory responses deviate from standardized models, though it requires future empirical validation among these specific demographics. Overall, the integration of personal parameters into data-driven models contributes to generalizing individual physiological differences and supports the development of more effective, human-centric IoT monitoring systems.