Enhancing consumer shopping experience has become an effective strategy in the competitive landscape of commercial markets. Despite extensive research on the comfort level of the thermal environment in commercial spaces, there remains a lack of exploration of the mechanisms that influence consumer shopping behavior. This study, based on the SOR (Stimulus-Organism-Response) model and integrating previous research, thoroughly examines the impact of thermal environments on consumers’ internal processes from multiple perspectives. These findings indicate that variations in the thermal environment affect physiological responses, thermal perception, emotions, cognitive performance, and environmental satisfaction. Moreover, thermal environments influenced emotions, cognitive performance, and environmental satisfaction through the mediating effect of thermal perception. These conclusions enrich the theoretical framework of the SOR model, providing valuable insights for the management of thermal environments in commercial spaces and research on shopping behavior, with the aim of optimizing consumer shopping experiences and enhancing the vibrancy of commercial spaces.