Objectives. This study explores the effects of temperature steps on thermal responses to understand abrupt temperature shifts faced by heat-exposed workers during winter. Methods. Three temperature step changes with three phases (S20: 20-40-20 °C, S30: 10-40-10 °C, S40: 0-40-0 °C) were conducted. Phase 1 took 30 min, phase 2 took 60 min and phase 3 took 40 min. Eleven participants remained sedentary throughout the experiment, and physiological responses, thermal perception and self-reported health symptoms were recorded. Results. In temperature up steps, steady skin temperature and sweating onset were delayed, and heart rate dropped by 10 bpm from S20 to S40. In temperature down steps to cold conditions, individuals transitioned from thermal comfort to discomfort and eventually cold strain. Blood pressure increased in temperature down steps, correlating with temperature step magnitudes. Thermal responses to temperature steps of equal magnitude but opposite directions were asymmetries, which weakened as step magnitude increased. Thermal perceptions responded faster than physiological changes after temperature steps, while self-reported health symptoms lagged behind physiological responses. Conclusions. These findings contribute to expanding basic data to understand the effects of temperature step magnitude and direction.