Thermophysiological comfort is a crucial aspect of human life, contributing to health and work performance. The current paper aims to enhance the understanding of current research, progress, and remaining challenges regarding clothing thermophysiological comfort from a textile science perspective. It provides a comprehensive review of several facets of clothing thermophysiological comfort, focusing on the history of thermophysiological comfort prediction models, heat and moisture transfer mechanisms in the skin–clothing–environment system, controlling factors of thermophysiological comfort, textile materials for superior thermophysiological comfort, and thermal comfort assessment techniques. The paper shows that previously developed thermophysiological comfort models were mainly based on the human thermoregulation process. However, the effect of the air gap size between the human skin and the cloth layer, i.e., the microclimate, on the heat and moisture transfer in the skin–clothing–environment system has been largely overlooked. In addition, thermophysiological comfort models of skin–clothing–environment systems generally only considered dry thermal resistance and evaporative resistance, yet many other fabric properties have effects on human thermophysiological comfort. Potential future directions are identified to fill some of the current gaps. A conceptual model of clothing comfort to contribute to a better understanding of thermophysiological comfort is also proposed.