The human thermoregulatory system relies primarily on behavioural adaptation and secondarily on autonomic and endocrine responses for thermal homeostasis. This is because autonomic and endocrine responses have a limited capacity in preventing hyper/hypothermia in extreme environments. Until recently, the neuroanatomy of behavioural thermoregulation as well as the neuroanatomic substrate of the various thermoregulatory behaviours remained largely unknown. However, this situation has changed in recent years as behavioural thermoregulation has become a topic of considerable attention. The present review evaluates the current knowledge on behavioural thermoregulation in order to summarize the present state-of-the-art and to point towards future research directions. Findings on the fundamental distinction between thermal (dis)comfort and sensation are reviewed showing that the former drives behaviour while the latter initiates autonomic thermoregulation. Moreover, the thermosensitive neurons and thermoeffector functions of behavioural thermoregulation are presented and analysed in a detailed discussion.