A review of the various approaches in understanding outdoor thermal comfort is presented. The emphasis on field surveys from around the world, particularly across Europe, enables us to understand thermal perception and evaluate outdoor thermal comfort conditions. The consistent low correlations between objective microclimatic variables, subjective thermal sensation and comfort outdoors, internationally, suggest that thermophysiology alone does not adequate describe these relationships. Focusing on the concept of adaptation, it tries to explain how this influences outdoor comfort, enabling us to inhabit and get satisfaction from outdoor spaces throughout the year. Beyond acclimatization and behavioral adaptation, through adjustments in clothing and changes to the metabolic heat, psychological adaptation plays a critical role to ensure thermal comfort and satisfaction with the outdoor environment. Such parameters include recent experiences and expectations; personal choice and perceived control, more important than whether that control is actually exercised; and the need for positive environmental stimulation suggesting that thermal neutrality is not a pre-requisite for thermal comfort. Ultimately, enhancing environmental diversity can influence thermal perception and experience of open spaces.