Thermal comfort is, by definition, a personal and subjective psychological sensation. Still, its provision in office buildings relies on underperforming and energy-hungry Heating Ventilation and Air Conditioning (HVAC) units that preclude people's personal preferences. This leads to people reporting a high discontent with the built environment. This study provides a preliminary evaluation of a physiologically controlled thermal comfort provision based on Pulse Rate Variability (PRV). The study is based on a premise that thermally uncomfortable environments affect temperature homeostasis in humans. This change in homeostasis is indirectly detected by e.g. the variability of the heart's beat-to-beat intervals. We experimented on a user sitting in two thermal environments (cold and neutral) to estimate PRV via a photoplethysmogram (PPG) signal recorded on his wrist. The result of the experiment shows that it is possible to predict the user's thermal state in real-time with an accuracy exceeding 90%. Hence, the paper constitutes a prima facie evidence of the possibility of designing real-time physiologically controlled thermal conditioning systems.