This study is designed to investigate the relationship between the thermal comfort environment and stress using brain wave analysis. To achieve this purpose, an experimental approach in a climate chamber based on PMVs was adopted. Environmental factors were set with the PMV scale ranging from -3 to +2. The brain waves of each of the participants (N=7; males) were measured in six conditions, in the PMV order from cold to hot, i.e. one condition per day. The results suggest that the participants felt least stressed under the PMV 0 and most stressed under the PMV -3 and +2. In addition, the stress levels arising from the brain waves varied with time. For an immediate exposure, an order effect was found. Participants felt more stressed in the process of PMV change from 0 to +1, compared to PMV +1 to PMV +2. However, in one hour, they felt most stressed in the hottest environment condition.