Planners and policy makers require information about the regions for which they are responsible. However, it seems that many developing countries, including Nigeria, are not adequately prepared either for their current climates or for the impact of climate change because they lack sufficient information. We have therefore examined the variations in the thermal condition in terms of the temperature, relative humidity, effective temperature (ET), temperature–humidity index (THI) and relative strain index (RSI). We studied the spatial and temporal (1951–2009, 1951–1980, 1981–2009, decadal, seasonal and monthly averages) variations in the thermal climate of Nigeria, and we divided Nigeria into thermal climate regions for effective climate change management. Mean annual minimum, mean and maximum temperatures (with their standard deviations) were 21.4 (3.5), 27.1 (2.7) and 32.8 (3.4) °C, respectively, while the overall mean relative humidity was 62 (24.8)%. Mean ET, THI and RSI were 24.3 (0.85), 24.8 (1.83) and 0.2 (0.18) °C, respectively. The ET, THI and RSI provided contrasting expressions of thermal comfort for Nigeria, because of its varied climate. We also found that elevation; the movement of the Inter Tropical Discontinuity and urbanization affect thermal comfort in Nigeria. We conclude that thermal stress has increased in Nigeria from 2000 at most stations, especially in the south and north-western regions, and that Nigerian thermal comfort climate is heterogeneous and requires analysis of multiple thermal indices.