This paper presents a comparative sensitivity analysis of six of the widely used human thermal comfort indices. The analysis consists of the evaluation of the effect of indices ‘input parameters’ variation and change rate on the output of human energy balance and simple thermohygrometric indices. For the implementation of the sensitivity analysis, the generalized additive model’s methodology is applied on a long period and high temporal resolution dataset from Athens, Greece. The results indicate that the proposed methodology of generalized additive models is adequate for such an analysis. Moreover, this research revealed the differences in index behaviour. The thermohygrometric indices (i.e. Thermohygrometric Index and HUMIDEX) exhibit a clearly deferent sensitivity pattern in comparison to the human energy balance indices (i.e. physiologically equivalent temperature (PET), perceived temperature (PT), modified physiologically equivalent temperature (mPET) and Universal Thermal Comfort Index (UTCI)), and they are incapable to handle the complexity of the atmospheric stimuli on human thermal perception. On the other hand, human energy balance indices can follow the input parameters fluctuations but with different grades of sensitivity. PET and mPET present a moderate and gradual sensitivity both in terms of the input variation and input change rate. PT is the less sensitive index among the human energy balance investigated, but it is able to follow efficiently the input parameters variation during the measurements period. Moreover, UTCI is the most sensitive among all the selected indices for low values (and low change rate) of the input parameters but for high input parameter values (except the wind speed), UTCI exhibits a low sensitivity in comparison to the other human energy balance indices. In terms of sensitivity, the most influential input parameter is global radiation, and the less influential is vapour pressure.