In recent years, the design of walkable urban spaces that promote pedestrian comfort has gained significant attention, emphasizing the importance of temporarily occupied spaces as key elements of vibrant urban environments. Although many studies have investigated walkable urban spaces from an urban planning perspective, few have examined their thermal environment. This study aims to elucidate the effects of different walking conditions on thermal comfort within temporarily occupied spaces, assuming multiple outdoor walking scenarios. Experiments were conducted near a university campus in Tokyo during the summer. Physical, physiological, and psychological parameters were measured during outdoor walking, in an air-conditioned space, and in a semi-outdoor space. Upon entering the air-conditioned space, the participants reported strong thermal pleasure, indicating a tendency toward thermal alliesthesia. Immediately after entry, the participants exhibited elevated skin temperatures and wettedness, suggesting a physiological state deviating from neutral. This heightened thermal pleasure was attributed to the cold stimulus experienced when transitioning from a hot outdoor environment to a cool air-conditioned space. However, under the current outdoor walking route conditions, no significant differences in thermal pleasure were observed during the participant’s stay in the air-conditioned space, regardless of the specific conditions. In the semi-outdoor space, the participants who walked longer distances had higher skin wettedness and reported stronger thermal pleasure due to airflow. These results suggest that walking distance can influence thermal pleasure in semi-outdoor spaces, even after a brief stay in an air-conditioned environment.